Inference for extremal regression with dependent heavy-tailed data
Abdelaati Daouia, Gilles Stupfler and Antoine Usseglio-Carleve
| Year of publication: |
March 2022
|
|---|---|
| Authors: | Daouia, Abdelaati ; Stupfler, Gilles ; Usseglio-Carleve, Antoine |
| Publisher: |
[Toulouse] : [Toulouse School of Economics] |
| Subject: | Conditional quantiles | conditional expectiles | extreme value analysis | heavy tails | inference | mixing | nonparametric regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Ausreißer | Outliers | Induktive Statistik | Statistical inference | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / TSE : WP. - Toulouse, ZDB-ID 2816658-9. - Vol. no 1324 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170015