High-order conditional quantile estimation based on nonparametric models of regression
Carlos Martins-Filho, Feng Yao, and Maximo Torero
| Year of publication: |
2015
|
|---|---|
| Authors: | Martins-Filho, Carlos ; Yao, Feng ; Torero, Máximo |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 907-958
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| Subject: | Conditional quantile | Extreme value theory | Generalized Pareto distribution | Nonparametric regression | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.956612 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011483401