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Extreme quantile regression provides estimates of conditional quantiles outside the range of the data.
Residual life time at great age
A. A. Balkema and L. de Haan · 1974
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Statistical inference using extreme order statistics
J. Pickands III · 1975
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Regression quantiles
R. Koenker and G. Bassett Jr · 1978
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Extremal quantile regression
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Generalized additive models for exceedances of high thresholds with an application to return level estimation for U.S. wind gusts
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Cyber claim analysis using generalized pareto regression trees with applications to insurance
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