Asymptotic behaviour for the extreme values of a linear regression model

zbMATH Open1067.62052MaRDI QIDQ1769296FDOQ1769296

Authors: Aliou Diop, Dominique Guegan 

Publication date: 21 March 2005

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

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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)

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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