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High quantile regression for extreme events
For extreme events, estimation of high conditional quantiles for heavy tailed distributions is an important problem. Quantile regression is a useful method in this field with many applications. Quantile regression uses an L (1)-loss function, and an optimal solution by means of linear programming. I...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7010368/ https://www.ncbi.nlm.nih.gov/pubmed/32104645 http://dx.doi.org/10.1186/s40488-017-0058-3 |