Test of tails based on extreme regression quantiles (Q1579537)
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scientific article; zbMATH DE number 1506809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Test of tails based on extreme regression quantiles |
scientific article; zbMATH DE number 1506809 |
Statements
Test of tails based on extreme regression quantiles (English)
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2000
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(Extreme) regression quantiles
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Pareto-type tails
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Domain of attraction
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Cramér-type large deviations
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Consistency of the test
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0.8453111052513123
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0.8453109860420227
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0.834092915058136
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0.8073223829269409
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