Asymptotic behaviour for the extreme values of a linear regression model

MaRDI QIDQ1769296zbMATH OpenFDO

Authors Aliou Diop, Dominique Guegan

Publication date 21 March 2005

Published in African Diaspora Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

regression modelextreme value theorypoint processPoisson random measure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cited in

(3)

• A linear regression model with persistent level shifts: an alternative to infill asymptotics
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Repeat sampling of extreme observations: regression to the mean revisited

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