Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
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| 024 | 7 | 0 | |a 10.1007/s10687-015-0219-z |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-015-0219-z | ||
| 245 | 0 | 0 | |a Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles |h [Elektronische Daten] |c [Gilles Durrieu, Ion Grama, Quang-Khoai Pham, Jean-Marie Tricot] |
| 520 | 3 |
|a Let F t (x)=P(X≤x|T=t) be the conditional distribution of a random variable X given that a covariate T takes the value t ∈ [ 0 , T max ] , $t \in [0,T_{\max }],$ where we assume that the distributions F t are in the domain of attraction of the Fréchet distribution. We observe independent random variables X t 1 , ... , X t n $X_{t_{1}},...,X_{t_{n}}$ associated to a sequence of times 0 ≤ t 1 < ... < t n ≤ T max , $0\leq t_{1}<... | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a Nonparametric estimation |2 nationallicence | |
| 690 | 7 | |a Tail conditional probabilities |2 nationallicence | |
| 690 | 7 | |a Extreme conditional quantile |2 nationallicence | |
| 690 | 7 | |a Adaptive estimation |2 nationallicence | |
| 690 | 7 | |a Environment |2 nationallicence | |
| 700 | 1 | |a Durrieu |D Gilles |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | |
| 700 | 1 | |a Grama |D Ion |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | |
| 700 | 1 | |a Pham |D Quang-Khoai |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | |
| 700 | 1 | |a Tricot |D Jean-Marie |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/3(2015-09-01), 437-478 |x 1386-1999 |q 18:3<437 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-015-0219-z |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-015-0219-z |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Durrieu |D Gilles |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Grama |D Ion |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Pham |D Quang-Khoai |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Tricot |D Jean-Marie |u Université de Bretagne Sud, LMBA, UMR CNRS 6205, 56000, Vannes, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/3(2015-09-01), 437-478 |x 1386-1999 |q 18:3<437 |1 2015 |2 18 |o 10687 | ||