scientific article; zbMATH DE number 5770651

zbMATH Open1193.62113MaRDI QIDQ3580911FDOQ3580911

Authors: Jana Jurečková 

Publication date: 14 August 2010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

R-estimatoruniform asymptotic linearity of Hájek's rank score process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

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• Extremal quantile regression
• A property of the observations fit by the extreme regression quantiles
• Regression quantiles and their two-step modifications
• Finite-sample distribution of regression quantiles
• Title not available (Why is that?)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
• Repeat sampling of extreme observations: regression to the mean revisited
• On kernel smoothing for extremal quantile regression
• Test of tails based on extreme regression quantiles
• Asymptotic behaviour for the extreme values of a linear regression model
• On extreme regression quantiles
• Linear Regression with Extreme Value Residuals
• Extreme regression

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