Extremal quantile treatment effects
From MaRDI portal
Publication:1990599
DOI10.1214/17-AOS1673zbMath1454.62082MaRDI QIDQ1990599
Publication date: 25 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1536631288
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
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Estimation for Extreme Conditional Quantiles of Functional Quantile Regression, GMM quantile regression, Semiparametric function-on-function quantile regression model with dynamic single-index interactions
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