Remark on extreme regression quantile

Warning

This publication doesn't include Faculty of Economics and Administration. It includes Faculty of Science. Official publication website can be found on muni.cz.

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.
Related projects:	Jaroslav Hájek Center for Theoretical and Applied Statistics