Extremal quantile regression

DOI10.1214/009053604000001165zbMath1068.62063arXivmath/0505639OpenAlexW2952580930MaRDI QIDQ2388357

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505639

zbMATH Keywords

extreme value theory conditional quantile estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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