|
|||||
|
|
Scoring predictions at extreme quantiles |
|
| Authors: | Gandy Axel Jana Kaushik Veraart Almut E D |
| Institution: | 1.Department of Mathematics, Imperial College London, London, SW7 2AZ, UK ; |
| Abstract: | AStA Advances in Statistical Analysis - Prediction of quantiles at extreme tails is of interest in numerous applications. Extreme value modelling provides various competing predictors for this... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |