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...

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Bibliographic Details
Main Authors: Mei Ling Huang, Ramona Rat
Format: Article
Language:English
Published: Taylor & Francis Group 2017-01-01
Series:Cogent Mathematics
Subjects:
Online Access:http://dx.doi.org/10.1080/23311835.2017.1357237

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