Existence and consistency of weighted maximum likelihood estimator for extreme quantile regression
极端分位数回归加权最大似然估计量的存在性与一致性
Estimating extreme conditional quantiles faces two major challenges: understanding complex nonlinear relationships between variables and accurately extrapolating into the tails of the distribution, where data are sparse. To address both issues, we introduce a novel approach that combines the theoretical framework of block maxima with the predictive power of generalized random forests. The conditional distribution of maxima is modeled by a generalized extreme value (GEV)…