Cover Image

Tail-Calibrated Estimation of Extreme Quantile Treatment Effects

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Mengran, Castro-Camilo, Daniela
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Causal Discovery in Multivariate Extremes via Tail Asymmetry
by: Li, Mengran, et al.
Published: (2026)

Privacy-preserving Quantile Treatment Effect Estimation for Randomized Controlled Trials
by: Yao, Leon, et al.
Published: (2024)

Quantile Outcome Adaptive Lasso: Covariate Selection for Inverse Probability Weighting Estimator of Quantile Treatment Effects
by: Shoji, Takehiro, et al.
Published: (2024)

Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by: Sasaki, Yuya, et al.
Published: (2024)

Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution
by: Lin, Sen, et al.
Published: (2024)

High-Dimensional Extreme Quantile Regression
by: Tang, Yiwei, et al.
Published: (2024)

Heterogeneous Quantile Treatment Effect Estimation for Longitudinal Data with High-Dimensional Confounding
by: Qiu, Zhixin, et al.
Published: (2025)

Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra
by: Li, Ta-Hsin
Published: (2022)

Nested Sensitivity Envelopes for Transported Quantile Treatment Effects
by: Wang, Pengyun
Published: (2026)

Quantile-Based Effectiveness Persistence Function: A Tail-Focused Metric with Theory, Estimation, and Application to Biosimilar Evaluation
by: G., Sankaran P., et al.
Published: (2026)

Causal Quantile Treatment Effects with missing data by double-sampling
by: Sun, Shuo, et al.
Published: (2023)

Extreme Treatment Effect: Extrapolating Dose-Response Function Into Extreme Treatment Domain
by: Bodik, Juraj
Published: (2024)

Estimation of Treatment Effects in Extreme and Unobserved Data
by: Tan, Jiyuan, et al.
Published: (2025)

Quantile-Crossing Spectrum and Spline Autoregression Estimation
by: Li, Ta-Hsin
Published: (2024)

Spline Autoregression Method for Estimation of Quantile Spectrum
by: Li, Ta-Hsin
Published: (2024)

On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by: Han, Sukjin, et al.
Published: (2025)

Mixture Quantiles Estimated by Constrained Linear Regression
by: Peng, Cheng, et al.
Published: (2023)

Tail Risk Equivalent Level Transition and Its Application for Estimating Extreme $L_p$-quantiles
by: Zhong, Qingzhao, et al.
Published: (2024)

Efficient Transported Distributional and Quantile Treatment Effects with Surrogate-Assisted Missing Primary Outcomes
by: Wang, Pengyun
Published: (2026)

Treatment Effects in Extreme Regimes
by: Aloui, Ahmed, et al.
Published: (2023)

Calibrated Multi-Level Quantile Forecasting
by: Ding, Tiffany, et al.
Published: (2025)

Smoothed Quantile Estimation via Interpolation to the Mean
by: Maanan, Saïd, et al.
Published: (2025)

Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by: Morozov, Vladislav
Published: (2022)

Quantile Treatment Effects in High Dimensional Panel Data
by: Xu, Yihong, et al.
Published: (2025)

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
by: Hill, Jonathan B., et al.
Published: (2024)

EVIboost for the Estimation of Extreme Value Index under Heterogeneous Extremes
by: Wang, Jiaxi, et al.
Published: (2022)

Estimation of Treatment Effects based on Kernel Matching
by: Ding, Chong, et al.
Published: (2025)

Minimax Rate-Optimal Inference for Individualized Quantile Treatment Effects in High-dimensional Models
by: Sun, Jiachen, et al.
Published: (2025)

Early and Late Buzzards: Comparing Different Approaches for Quantile-based Multiple Testing in Heavy-Tailed Wildlife Research Data
by: Baumeister, Marléne, et al.
Published: (2024)

Robust Mendelian Randomization Estimation using Weighted Quantile Regression
by: St-Pierre, Julien, et al.
Published: (2026)

Smoothed Quantile Estimation: A Unified Framework Interpolating to the Mean
by: Maanan, Saïd, et al.
Published: (2025)

Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
by: Hu, Yifan, et al.
Published: (2024)

Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk
by: Pasche, Olivier C., et al.
Published: (2022)

Bayesian Quantile Estimation and Regression with Martingale Posteriors
by: Fong, Edwin, et al.
Published: (2024)

MM Algorithms for Statistical Estimation in Quantile Regression
by: Cheng, Yifan, et al.
Published: (2024)

GPDFlow: Generative Multivariate Threshold Exceedance Modeling via Normalizing Flows
by: Hu, Chenglei, et al.
Published: (2025)

Adaptive Orthogonalization for Stable Estimation of the Effects of Time-Varying Treatments
by: Li, Yige, et al.
Published: (2025)

Spline Quantile Regression
by: Li, Ta-Hsin, et al.
Published: (2025)

Joint Estimation of Marginal and Heterogeneous Treatment Effects
by: Wuethrich, Leticia, et al.
Published: (2026)

Laplace Approximations for Mixed-Effects and Gaussian Process Quantile Regression
by: Nava, Andrea, et al.
Published: (2026)