On kernel smoothing for extremal quantile regression

DOI10.3150/12-BEJ466zbMath1281.62097arXiv1312.5123MaRDI QIDQ2435253

Stéphane Girard, Laurent Gardes, Abdelaati Daouia

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5123

zbMATH Keywords

asymptotic normality; extreme-value index; von-Mises condition

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

62P30: Applications of statistics in engineering and industry; control charts

62G32: Statistics of extreme values; tail inference

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