Open AccessA new location-scale model for conditional heavy-tailed distributions
Author(s) -
Aboubacrène Ag Ahmad,
Aliou Diop,
El Hadji Dème,
Stéphane Girard
Publication year - 2018
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - estimator , quantile , nonparametric statistics , covariate , scale (ratio) , statistics , extreme value theory , conditional probability distribution , mathematics , econometrics , scale parameter , generalized extreme value distribution , computer science , geography , cartography