Remark on extreme regression quantile

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Authors

JUREČKOVÁ Jana

Year of publication 2007
Type Article in Periodical
Magazine / Source Sankhya
MU Faculty or unit

Faculty of Science

Citation
Field General mathematics
Keywords Extreme regression quantile; R-estimator; Hájek's rank scores procedure and its uniform asymptotic linearity
Description The asymptotic distribution of the extreme regression quantile is derived under exponentially tailed errors distribution and under mild conditions on the regressor.
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