Averaged extreme regression quantile

DOI10.1007/s10687-015-0232-2zbMath1382.60079arXiv1512.01382OpenAlexW2183474372MaRDI QIDQ262533

Jana Jureckova

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.01382

zbMATH Keywords

R-estimatoraveraged extreme regression quantileextreme regression quantileregression rank scores

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Linear programming (90C05)

Related Items (4)

Regression Quantile and Averaged Regression Quantile Processes ⋮ A class of optimization problems motivated by rank estimators in robust regression ⋮ Averaged Autoregression Quantiles in Autoregressive Model ⋮ Empirical regression quantile processes.

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