Extremal linear quantile regression with Weibull-type tails

DOI10.5705/SS.202018.0073MaRDI QIDQ5134480zbMATH OpenOpenAlexWikidataFDO

Authors Huixia Judy Wang, Fengyang He, Tiejun Tong

Publication date 16 November 2020

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202018.0073

zbMATH Keywords

asymptotic normalityextrapolation methodextreme conditional quantileslinear quantile regressionWeibull-type distributions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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Cited in

(7)

• High quantile regression for extreme events
• Extremal quantile autoregression for heavy-tailed time series
• Inference for extremal conditional quantile models, with an application to market and birthweight risks
• Extreme quantile estimation for partial functional linear regression models with heavy-tailed distributions
• A new weighted quantile regression
• scientific article; zbMATH DE number 6458338 (Why is no real title available?)
• Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression

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