On kernel smoothing for extremal quantile regression

DOI10.3150/12-BEJ466zbMath1281.62097arXiv1312.5123OpenAlexW3102669966MaRDI QIDQ2435253

Stéphane Girard, Laurent Gardes, Abdelaati Daouia

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5123

zbMATH Keywords

asymptotic normality extreme-value index von-Mises condition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)

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