Nicola Gnecco, Edossa Merga Terefe, Sebastian Engelke
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Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme value theory can...
期刊介绍:
Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences. Important books contributing to statistical advancement are reviewed in JASA .
JASA is indexed in Current Index to Statistics and MathSci Online and reviewed in Mathematical Reviews. JASA is abstracted by Access Company and is indexed and abstracted in the SRM Database of Social Research Methodology.