Extreme value inference for quantile regression with varying coefficients
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Cites work
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Cited in
(7)- Vector quantile regression beyond the specified case
- scientific article; zbMATH DE number 5770651 (Why is no real title available?)
- Extreme values identification in regression using a peaks-over-threshold approach
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
- Extreme quantile regression for tail single-index varying-coefficient models
- Inference for extremal regression with dependent heavy-tailed data
- Spatial cluster detection with threshold quantile regression
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