Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory

(2012) Julia Schaumburg   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Bivariate Downscaling With Asynchronous Measurements

(2012) Xuming He et al.   JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS

Estimating the conditional tail index by integrating a kernel conditional quantile estimator

(2012) L. Gardes et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Quantile and Probability Curves Without Crossing

(2010)   ECONOMETRICA

Bias reduction for high quantiles

(2010) Deyuan Li et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Improving extreme quantile estimation via a folding procedure

(2010) Alexandre You et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels

(2010) Laurent Gardes et al.   Extremes

Statistical downscaling of extreme precipitation events using extreme value theory

(2010) Petra Friederichs   Extremes

Functional nonparametric estimation of conditional extreme quantiles

(2009) Laurent Gardes et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Tail Index Regression

(2009) Hansheng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Composite quantile regression and the oracle model selection theory

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Modeling tropical cyclone intensity with quantile regression

(2008) Thomas H. Jagger et al.   INTERNATIONAL JOURNAL OF CLIMATOLOGY

The increasing intensity of the strongest tropical cyclones

(2008) James B. Elsner et al.   NATURE

Semi-parametric second-order reduced-bias high quantile estimation

(2008) Frederico Caeiro et al.   TEST