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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…
stat.ME2025★ 1 cited
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,…