Preprint
Oct 2026
Existence and consistency of weighted maximum likelihood estimator for extreme quantile regression
Estimating extreme conditional quantiles faces two major challenges: understanding complex nonlinear relationships between variables and accurately extrapolating into the tails of the distribution, where data are sparse. To address both issues, we introduce a novel approach that combines the theoretical framework of bl...
Lucien M. Vidagbandji, Alexandre Berred, Cyrille Bertelle et al.
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