Extremal quantile regression
From MaRDI portal
Publication:2388357
DOI10.1214/009053604000001165zbMath1068.62063arXivmath/0505639MaRDI QIDQ2388357
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505639
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
Related Items
Estimation of High Conditional Quantiles for Heavy-Tailed Distributions, Quantile calculus and censored regression, Nonparametric ``regression when errors are positioned at end-points, Finite-sample distribution of regression quantiles, Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es, Estimation of bivariate excess probabilities for elliptical models, \(\ell_1\)-penalized quantile regression in high-dimensional sparse models, Estimation in Nonparametric Regression with Non-Regular Errors, SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On the estimation of the extreme-value index and large quantile estimation
- Extremes and related properties of random sequences and processes
- On limiting distributions of intermediate order statistics from stationary sequences
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Regression rank scores and regression quantiles
- Statistical inference using extreme order statistics
- Limit distributions for linear programming time series estimators
- On average derivative quantile regression
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Simple resampling methods for censored regression quantiles
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Limiting distributions of linear programming estimators
- Efficient estimation of monotone boundaries
- On the estimation of high quantiles
- A Poisson-type limit theorem for mixing sequences of dependent 'rare' events
- On a Correspondence between Models in Binary Regression Analysis and in Survival Analysis
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- L-Estimation for Linear Models
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Asymptotic Behavior of the Number of Regression Quantile Breakpoints
- Regression Quantiles
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Nonregular regression
- Reappraising Medfly Longevity
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Analysis of Financial Time Series
- On extreme regression quantiles