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Velthoen, J.J. (author), Cai, J. (author), Jongbloed, G. (author), Schmeits, Maurice (author)
Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value theory, we develop an estimator for conditional quantiles corresponding to extreme high probability...
journal article 2019