On extreme regression quantiles
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Publication:5926462
DOI10.1023/A:1009931219041zbMath0959.62047MaRDI QIDQ5926462
Jana Jureckova, Stephen L. Portnoy
Publication date: 1 March 2001
Published in: Extremes (Search for Journal in Brave)
62F99: Parametric inference
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
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Quantile calculus and censored regression, Nonparametric ``regression when errors are positioned at end-points, Finite-sample distribution of regression quantiles, Tail behavior of the least-squares estimator, Extremal quantile regression, Estimation in Nonparametric Regression with Non-Regular Errors