2 papers
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…
stat.ME2025
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,…