Subsampling inference for nonparametric extremal conditional quantiles

DOI10.1017/S0266466623000336MaRDI QIDQ6879785zbMATH OpenFDO

Authors Daisuke Kurisu, Taisuke Otsu

Publication date 29 December 2025

Published in Econometric Theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1017/S0266466623000336

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• Some asymptotic theory for the bootstrap
• Subsampling
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