Remark on extreme regression quantile
| Authors | |
|---|---|
| Year of publication | 2007 |
| Type | Article in Periodical |
| Magazine / Source | Sankhya |
| MU Faculty or unit | |
| 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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