Nonparametric Smoothing for Extremal Quantile Regression with Heavy Tailed Data
In several different fields, it is interested in analyzing the upper or lower tail quantile of the underlying distribution rather than mean or center quantile. However, the investigation of the tail quantile is somewhat difficult because of data sparsity. This paper challenges to develop the nonpar...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2021-07-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/346 |