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20192026
most citedGeneralized random forest for extreme quantile regression

1 citations · 1 across the 3 of their papers we have counts for

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math.ST2026

Penalized estimation of GEV parameters for extreme quantile regression

Lucien M. Vidagbandji, Alexandre Berred, Cyrille Bertelle +1

Quantile regression (QR) relies on the estimation of conditional quantiles and explores the relationships between independent and dependent variables. At high probability levels, c…