Optimally combined estimation for tail quantile regression (Q3465106)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally combined estimation for tail quantile regression |
scientific article |
Statements
Optimally combined estimation for tail quantile regression (English)
0 references
28 January 2016
0 references
efficiency
0 references
extreme value index
0 references
information aggregation
0 references
joint-quantile regression
0 references
optimal weights
0 references
regularly varying
0 references
asymptotic distributions
0 references
