Extremal quantile regression
From MaRDI portal
Publication:2388357
DOI10.1214/009053604000001165zbMath1068.62063arXivmath/0505639MaRDI QIDQ2388357
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505639
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
Related Items
Quantile calculus and censored regression, Nonparametric ``regression when errors are positioned at end-points, Finite-sample distribution of regression quantiles, Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es, Estimation of bivariate excess probabilities for elliptical models, Estimation in Nonparametric Regression with Non-Regular Errors, SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
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