An integrated functional Weissman estimator for conditionalextreme quantiles
(2019)
Journal Article
It is well-known that estimating extreme quantiles, namely, quantiles lying beyond the range of the available data, is a nontrivial problem that involves the analysis of tail behavior through the estimation of the extreme-value index. For heavy-taile... Read More about An integrated functional Weissman estimator for conditionalextreme quantiles.