Test of tails based on extreme regression quantiles (Q1579537)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test of tails based on extreme regression quantiles |
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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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