Estimation of extreme conditional quantiles under a general tail-first-order condition
Crossref DOI link: https://doi.org/10.1007/s10463-019-00713-7
Published Online: 2019-04-09
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gardes, Laurent
Guillou, Armelle
Roman, Claire
Text and Data Mining valid from 2019-04-09
Version of Record valid from 2019-04-09
Article History
Received: 19 June 2018
Revised: 25 February 2019
First Online: 9 April 2019