Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles

Fengyang He, Yebin Cheng*, Tiejun TONG

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles'. Together they form a unique fingerprint.

Mathematics

Business & Economics