A new weighted quantile regression
The objective of the study is to use quantile regression to estimate extreme value events. The exploration of extreme value events requires the use of heavy-tailed distributions to build a model which fits the data well. One needs to estimate high conditional quantiles of a random variable for extre...
Main Authors: | Mei Ling Huang, Ramona Rat |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2017-01-01
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Series: | Cogent Mathematics |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/23311835.2017.1357237 |
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