Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711)
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scientific article; zbMATH DE number 7470039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models |
scientific article; zbMATH DE number 7470039 |
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Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (English)
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7 February 2022
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expectiles
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extreme value analysis
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heavy-tailed distribution
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heteroscedasticity
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regression models
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residual-based estimators
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single-index model
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tail empirical process of residuals
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