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stat.ME2026
Existence and consistency of weighted maximum likelihood estimator for extreme quantile regression
Lucien M. Vidagbandji, Alexandre Berred, Cyrille Bertelle +1
Estimating extreme conditional quantiles faces two major challenges: understanding complex nonlinear relationships between variables and accurately extrapolating into the tails of…
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…