2 papers
stat.ME2025
Perturbation-based Inference for Extreme Value Index
Yiwei Tang, Judy Huixia Wang, Deyuan Li
The extreme value index (EVI) characterizes the tail behavior of a distribution and is crucial for extreme value theory. Inference on the EVI is challenging due to data scarcity in…
stat.ME2024
High-Dimensional Extreme Quantile Regression
Yiwei Tang, Judy Huixia Wang, Deyuan Li
The estimation of conditional quantiles at extreme tails is of great interest in numerous applications. Various methods that integrate regression analysis with an extrapolation str…