Time-variant nonparametric extreme quantile estimation with application to US temperature data

2021 ◽  
Vol 55 (2) ◽  
pp. 87-108
Author(s):  
Mohammed Chowdhury ◽  
Bogdan Gadidov ◽  
Linh Le ◽  
Yan Wang ◽  
Lewis VanBrackle
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Temperature Data ◽  
Quantile Estimation ◽  
Extreme Quantile

scholarly journals Extreme quantile estimation forβ-mixing time series and applications

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Vol 83 ◽  
pp. 59-74
Author(s):  
Valérie Chavez-Demoulin ◽  
Armelle Guillou
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Time Series ◽  
Mixing Time ◽  
Quantile Estimation ◽  
Extreme Quantile

scholarly journals Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

2020 ◽  
Vol 67 (7) ◽  
pp. 524-547
Author(s):  
Qiyun Pan ◽  
Eunshin Byon ◽  
Young Myoung Ko ◽  
Henry Lam
Keyword(s):  
Importance Sampling ◽  
Computer Models ◽  
Black Box ◽  
Quantile Estimation ◽  
Adaptive Importance Sampling ◽  
Extreme Quantile

scholarly journals Tail dimension reduction for extreme quantile estimation

Extremes ◽  
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Vol 21 (1) ◽  
pp. 57-95 ◽  
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Keyword(s):  
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Quantile Estimation ◽  
Extreme Quantile

Improving extreme quantile estimation via a folding procedure

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Vol 140 (7) ◽  
pp. 1775-1787 ◽  
Author(s):  
Alexandre You ◽  
Ulrike Schneider ◽  
Armelle Guillou ◽  
Philippe Naveau
Keyword(s):  
Quantile Estimation ◽  
Extreme Quantile
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