کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146422 957509 2010 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Functional nonparametric estimation of conditional extreme quantiles
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Functional nonparametric estimation of conditional extreme quantiles
چکیده انگلیسی

We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quantile converges to one as the sample size increases. Such “extreme” quantiles can be located in the range of the data or near and even beyond the boundary of the sample, depending on the convergence rate of their order to one. Nonparametric estimators of these functional extreme quantiles are introduced, their asymptotic distributions are established and their finite sample behavior is investigated.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 2, February 2010, Pages 419–433
نویسندگان
, , ,