{"id":"https://openalex.org/W4221151767","doi":"https://doi.org/10.1214/23-aos2320","title":"Inference for extremal regression with dependent heavy-tailed data","display_name":"Inference for extremal regression with dependent heavy-tailed data","publication_year":2023,"publication_date":"2023-10-01","ids":{"openalex":"https://openalex.org/W4221151767","doi":"https://doi.org/10.1214/23-aos2320"},"language":"en","primary_location":{"id":"doi:10.1214/23-aos2320","doi":"https://doi.org/10.1214/23-aos2320","is_oa":false,"landing_page_url":"https://doi.org/10.1214/23-aos2320","pdf_url":null,"source":{"id":"https://openalex.org/S119757635","display_name":"The Annals of Statistics","issn_l":"0090-5364","issn":["0090-5364","2168-8966"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Annals of Statistics","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-03612202v3/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085206958","display_name":"Abdelaati Daouia","orcid":"https://orcid.org/0000-0003-2621-8860","observed_orcids":["https://orcid.org/0000-0003-2621-8860"]},"institutions":[{"id":"https://openalex.org/I4210092408","display_name":"Toulouse School of Economics","ror":"https://ror.org/00ff5f522","country_code":"FR","type":"education","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4210092408"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Abdelaati Daouia","raw_affiliation_strings":["Toulouse School of Economics, University of Toulouse Capitole","Toulouse School of Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Toulouse School of Economics, University of Toulouse Capitole","institution_ids":["https://openalex.org/I4210092408"]},{"raw_affiliation_string":"Toulouse School of Economics","institution_ids":["https://openalex.org/I4210092408"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072440694","display_name":"Gilles Stupfler","orcid":"https://orcid.org/0000-0003-2497-9412","observed_orcids":["https://orcid.org/0000-0003-2497-9412"]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210094214","display_name":"\u00c9cole Nationale de la Statistique et de l'Analyse de l'Information","ror":"https://ror.org/00k206f19","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210094214","https://openalex.org/I4210108488"]},{"id":"https://openalex.org/I4210115445","display_name":"Laboratoire Angevin de Recherche en Math\u00e9matiques","ror":"https://ror.org/036j0y719","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4210115445","https://openalex.org/I4210141950","https://openalex.org/I49451733"]},{"id":"https://openalex.org/I4210137396","display_name":"Centre de Recherche en \u00c9conomie et Statistique","ror":"https://ror.org/0449khs19","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I142476485","https://openalex.org/I4210108488","https://openalex.org/I4210137396","https://openalex.org/I4210145102","https://openalex.org/I4210150854","https://openalex.org/I84009706"]},{"id":"https://openalex.org/I49451733","display_name":"Universit\u00e9 d'Angers","ror":"https://ror.org/04yrqp957","country_code":"FR","type":"education","lineage":["https://openalex.org/I49451733"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Gilles Stupfler","raw_affiliation_strings":["CNRS, LAREMA, SFR MATHSTIC, Universit\u00e9 d\u2019Angers","Centre de Recherche en \u00c9conomie et Statistique","Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CNRS, LAREMA, SFR MATHSTIC, Universit\u00e9 d\u2019Angers","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210115445","https://openalex.org/I49451733"]},{"raw_affiliation_string":"Centre de Recherche en \u00c9conomie et Statistique","institution_ids":["https://openalex.org/I4210137396"]},{"raw_affiliation_string":"Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz]","institution_ids":["https://openalex.org/I4210094214"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009454670","display_name":"Antoine Usseglio\u2010Carleve","orcid":"https://orcid.org/0000-0002-8148-3758","observed_orcids":["https://orcid.org/0000-0002-8148-3758"]},"institutions":[{"id":"https://openalex.org/I4405266840","display_name":"Laboratoire de Math\u00e9matiques d'Avignon","ror":"https://ror.org/000d7xf38","country_code":"FR","type":"education","lineage":["https://openalex.org/I198415970","https://openalex.org/I4405266840"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Antoine Usseglio-Carleve","raw_affiliation_strings":["LMA UPR 2151, Avignon Universit\u00e9","EA2151 Laboratoire de Math\u00e9matiques d'Avignon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LMA UPR 2151, Avignon Universit\u00e9","institution_ids":["https://openalex.org/I4405266840"]},{"raw_affiliation_string":"EA2151 Laboratoire de Math\u00e9matiques d'Avignon","institution_ids":["https://openalex.org/I4405266840"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":7,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.962,"has_fulltext":true,"cited_by_count":13,"citation_normalized_percentile":{"value":0.88456367,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"51","issue":"5","first_page":"2040","last_page":"2066"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.7020999789237976,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.7020999789237976,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.1964000016450882,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.04089999943971634,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/expectiles","display_name":"expectiles","score":0.9570000171661377},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"extreme value theory","score":0.593999981880188},{"id":"https://openalex.org/keywords/alpha-mixing","display_name":"alpha-mixing","score":0.7649999856948853},{"id":"https://openalex.org/keywords/correlated-data","display_name":"correlated data","score":0.6069999933242798},{"id":"https://openalex.org/keywords/heavy-tailed-data","display_name":"heavy-tailed data","score":0.8820000290870667},{"id":"https://openalex.org/keywords/tail-index","display_name":"tail index","score":0.5379999876022339},{"id":"https://openalex.org/keywords/data-sparsity","display_name":"data sparsity","score":0.6639999747276306},{"id":"https://openalex.org/keywords/convergence-rate","display_name":"convergence rate","score":0.7910000085830688},{"id":"https://openalex.org/keywords/bias-mitigation","display_name":"bias mitigation","score":0.8349999785423279},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"variance reduction","score":0.9390000104904175},{"id":"https://openalex.org/keywords/hyperparameter-optimization","display_name":"hyperparameter optimization","score":0.878000020980835},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.8999999761581421}],"concepts":[{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.7398824691772461},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.5956324338912964},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4522479474544525},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44743695855140686},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4229486882686615},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.4222824275493622},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3788577914237976},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.31808289885520935},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3043577969074249}],"mesh":[],"locations_count":10,"locations":[{"id":"doi:10.1214/23-aos2320","doi":"https://doi.org/10.1214/23-aos2320","is_oa":false,"landing_page_url":"https://doi.org/10.1214/23-aos2320","pdf_url":null,"source":{"id":"https://openalex.org/S119757635","display_name":"The Annals of Statistics","issn_l":"0090-5364","issn":["0090-5364","2168-8966"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Annals of Statistics","raw_type":"journal-article"},{"id":"pmh:oai:publications.ut-capitole.fr:45033","doi":null,"is_oa":false,"landing_page_url":"https://publications.ut-capitole.fr/id/eprint/45033/1/wp_tse_1324.pdf","pdf_url":"https://publications.ut-capitole.fr/id/eprint/45033/1/wp_tse_1324.pdf","source":{"id":"https://openalex.org/S4306401335","display_name":"Toulouse 1 Capitole Publications (Universit\u00e9 Toulouse I Capitole)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I3131550300","host_organization_name":"Universit\u00e9 Toulouse-I-Capitole","host_organization_lineage":["https://openalex.org/I3131550300"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Monograph"},{"id":"pmh:oai:HAL:hal-03612202v3","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-03612202","pdf_url":"https://hal.science/hal-03612202v3/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://hal.science/hal-03612202","raw_type":"info:eu-repo/semantics/preprint"},{"id":"pmh:oai:HAL:hal-04554050v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-04554050","pdf_url":"https://hal.science/hal-04554050/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ISSN: 0090-5364","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:HAL:hal-04554050v4","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-04554050","pdf_url":"https://hal.science/hal-04554050v4/file/wp_tse_1324.pdf","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of Statistics, 2023, 51 (5), pp.2040-2066. &#x27E8;10.1214/23-AOS2320&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:tse:wpaper:126785","doi":null,"is_oa":false,"landing_page_url":"https://www.tse-fr.eu/sites/default/files/TSE/documents/doc/wp/2022/wp_tse_1324.pdf","pdf_url":"https://www.tse-fr.eu/sites/default/files/TSE/documents/doc/wp/2022/wp_tse_1324.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:publications.ut-capitole.fr:48163","doi":null,"is_oa":true,"landing_page_url":"https://www.idref.fr/076657000>,","pdf_url":"https://publications.ut-capitole.fr/id/eprint/48163/1/wp_tse_1324.pdf","source":{"id":"https://openalex.org/S4306401335","display_name":"Toulouse 1 Capitole Publications (Universit\u00e9 Toulouse I Capitole)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I3131550300","host_organization_name":"Universit\u00e9 Toulouse-I-Capitole","host_organization_lineage":["https://openalex.org/I3131550300"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:HAL:hal-03612202v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.archives-ouvertes.fr/hal-03612202","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://hal.archives-ouvertes.fr/hal-03612202","raw_type":"info:eu-repo/semantics/preprint"},{"id":"pmh:oai:HAL:hal-03612202v2","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-03612202","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://hal.science/hal-03612202","raw_type":"info:eu-repo/semantics/preprint"},{"id":"pmh:oai:RePEc:hal:journl:hal-04554050","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-04554050v4/document","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-03612202v3","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-03612202","pdf_url":"https://hal.science/hal-03612202v3/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://hal.science/hal-03612202","raw_type":"info:eu-repo/semantics/preprint"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1141025942","display_name":"Toulouse Graduate School d\u00e9fis en \u00e9conomie et sciences sociales quantitatives","funder_award_id":"ANR-17-EURE-0010","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G1769130723","display_name":null,"funder_award_id":"ANR-11-LABX-0020-01","funder_id":"https://openalex.org/F4320319484","funder_display_name":"Centre Henri Lebesgue"},{"id":"https://openalex.org/G2659019386","display_name":null,"funder_award_id":"ANR-17-EURE-","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G3010527862","display_name":null,"funder_award_id":"ANR\u201019","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G3597637701","display_name":"Centre de Math\u00e9matiques Henri Lebesgue : fondements, interactions, applications et Formation","funder_award_id":"ANR-11-LABX-0020","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G4549886304","display_name":null,"funder_award_id":"17-EURE-00-10","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G6803667113","display_name":null,"funder_award_id":"ANR-17","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G8845670284","display_name":"Extremal Regression with Applications to Econometrics, Environment and Finance","funder_award_id":"ANR-19-CE40-0013","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"}],"funders":[{"id":"https://openalex.org/F4320319484","display_name":"Centre Henri Lebesgue","ror":"https://ror.org/00jwnxz51"},{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4221151767.pdf","grobid_xml":"https://content.openalex.org/works/W4221151767.grobid-xml"},"referenced_works_count":26,"referenced_works":["https://openalex.org/W53657057","https://openalex.org/W1855495189","https://openalex.org/W1900727905","https://openalex.org/W1964853330","https://openalex.org/W1971153697","https://openalex.org/W2016449135","https://openalex.org/W2019291268","https://openalex.org/W2021823919","https://openalex.org/W2025326299","https://openalex.org/W2042590947","https://openalex.org/W2044551864","https://openalex.org/W2100967164","https://openalex.org/W2103590647","https://openalex.org/W2117847142","https://openalex.org/W2132516790","https://openalex.org/W2137922946","https://openalex.org/W2346600303","https://openalex.org/W2492055736","https://openalex.org/W2785818867","https://openalex.org/W2942732440","https://openalex.org/W2952580930","https://openalex.org/W3014934082","https://openalex.org/W3116020324","https://openalex.org/W3126118685","https://openalex.org/W3205009003","https://openalex.org/W4229774059"],"related_works":["https://openalex.org/W3189127602","https://openalex.org/W2918938778","https://openalex.org/W4285809404","https://openalex.org/W3014934082","https://openalex.org/W4386838833","https://openalex.org/W4365143860","https://openalex.org/W3092238695","https://openalex.org/W2922392237","https://openalex.org/W3099990685","https://openalex.org/W3209417937"],"abstract_inverted_index":{"Nonparametric":[0],"inference":[1,143],"on":[2],"tail":[3,40,60],"conditional":[4,26,36,111],"quantiles":[5,27],"and":[6,28,73,88,128,132,153,161],"their":[7],"least":[8],"squares":[9],"analogs,":[10],"expectiles,":[11],"remains":[12],"limited":[13],"to":[14,52,66,70,76,147,158],"i.i.d.":[15,100],"data.":[16,164],"We":[17,79,124],"develop":[18],"a":[19,49,119],"fully":[20],"operational":[21],"inferential":[22],"theory":[23],"for":[24,138],"extreme":[25,112],"expectiles":[29],"in":[30,57,64,98,109,118,150,156],"the":[31,58,62,81,99,110],"challenging":[32],"framework":[33],"of":[34,61,85,92,95,122],"\u03b1-mixing,":[35],"heavy-tailed":[37],"data":[38,55],"whose":[39],"index":[41],"may":[42],"vary":[43],"with":[44,54],"covariate":[45,77],"values.":[46],"This":[47],"requires":[48],"dedicated":[50],"treatment":[51],"deal":[53],"sparsity":[56,74],"far":[59],"response,":[63],"addition":[65],"handling":[67],"difficulties":[68],"inherent":[69],"mixing,":[71],"smoothing":[72],"associated":[75],"localization.":[78],"prove":[80],"pointwise":[82],"asymptotic":[83],"normality":[84],"our":[86],"estimators":[87],"obtain":[89],"optimal":[90],"rates":[91],"convergence":[93],"reminiscent":[94],"those":[96],"found":[97],"regression":[101],"setting,":[102],"but":[103,134],"which":[104],"had":[105],"not":[106],"been":[107],"established":[108],"value":[113],"literature.":[114],"Our":[115,142],"assumptions":[116],"hold":[117],"wide":[120],"range":[121],"models.":[123],"propose":[125],"full":[126],"bias":[127],"variance":[129],"reduction":[130],"procedures,":[131],"simple":[133],"effective":[135],"data-based":[136],"rules":[137],"selecting":[139],"tuning":[140],"hyperparameters.":[141],"strategy":[144],"is":[145,154],"shown":[146],"perform":[148],"well":[149],"finite":[151],"samples":[152],"showcased":[155],"applications":[157],"stock":[159],"returns":[160],"tornado":[162],"loss":[163]},"counts_by_year":[{"year":2026,"cited_by_count":7},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2025-10-10T00:00:00"}
