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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...
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| Опубликовано в: : | J Stat Distrib Appl |
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| Главные авторы: | , |
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Springer Berlin Heidelberg
2017
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| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7010368/ https://ncbi.nlm.nih.gov/pubmed/32104645 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40488-017-0058-3 |
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