scientific article; zbMATH DE number 5769854

MaRDI QIDQ3580539zbMATH OpenFDO

Authors Jana Jurečková

Publication date 13 August 2010

zbMATH Keywords

autoregression quantilesextreme regression quantilesextreme valuesR-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(12)

• Two step composite quantile regression for single-index models
• Autoregression quantiles and related rank-scores processes
• Averaged extreme regression quantile
• Two‐stage quantile regression when the first stage is based on quantile regression
• scientific article; zbMATH DE number 4043082 (Why is no real title available?)
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• Right-tail information in financial markets
• Regression quantile and averaged regression quantile processes
• On extreme regression quantiles
• The process induced by slope components of -regression quantile
• Quantity quantiles linear regression
• Empirical regression quantile processes.

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