Forecasting of nonlinear extreme quantiles using copula models
Forecasts of extreme events are useful in order to prepare for disaster. Such forecasts are usefully communicated as an upper quantile function, and in the presence of predictors, can be estimated using quantile regression techniques. This dissertation proposes methodology that seeks to produce fore...
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| Language: | English |
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University of British Columbia
2017
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| Online Access: | http://hdl.handle.net/2429/60671 |