JASA Mar 16, 2026

Tail risk in the tail: Estimating high quantiles when a related variable is extreme

Authors
Natalia Nolde Chen Zhou Menglin Zhou
Research Topics
Machine Learning
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2640643
  • Published:
    March 16, 2026
  • Added to Tracker:
    Mar 17, 2026
Author Details
Natalia Nolde
Author
Chen Zhou
Author
Menglin Zhou
Author
Research Topics & Keywords
Machine Learning
Research Area
Citation Information
APA Format
Natalia Nolde , Chen Zhou & Menglin Zhou (2026) . Tail risk in the tail: Estimating high quantiles when a related variable is extreme. Journal of the American Statistical Association , 10.1080/01621459.2026.2640643.
BibTeX Format
@article{paper1067,
  title = { Tail risk in the tail: Estimating high quantiles when a related variable is extreme },
  author = { Natalia Nolde and Chen Zhou and Menglin Zhou },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2640643 },
  url = { https://doi.org/10.1080/01621459.2026.2640643 }
}
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