Optimally combined estimation for tail quantile regression (Q3465106)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally combined estimation for tail quantile regression |
scientific article |
Statements
Optimally combined estimation for tail quantile regression (English)
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28 January 2016
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efficiency
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extreme value index
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information aggregation
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joint-quantile regression
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optimal weights
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regularly varying
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asymptotic distributions
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