1 citations · 1 across the 2 of their papers we have counts for
3 papers
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…
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…
Generalized random forest for extreme quantile regression
Lucien M. Vidagbandji, Alexandre Berred, Cyrille Bertelle +1
Quantile regression is a statistical method which, unlike classical regression, aims to predict the conditional quantiles. Classical quantile regression methods face difficulties,…