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08/23/2021
Causal Analysis at Extreme Quantiles with Application to London Traffic Flow Data
Treatment effects on asymmetric and heavy tailed distributions are bette...
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07/05/2021
Nonparametric quantile regression for time series with replicated observations and its application to climate data
This paper proposes a model-free nonparametric estimator of conditional ...
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01/14/2020
Scoring Predictions at Extreme Quantiles
Prediction of quantiles at extreme tails is of interest in numerous appl...
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01/16/2019