Article ID Journal Published Year Pages File Type
1151257 Statistics & Probability Letters 2016 8 Pages PDF
Abstract

The paper proposes a new estimation method for the extreme conditional quantiles through an extrapolation of the intermediate regression quantiles for the linear quantile regression model, and obtains the asymptotic properties of the proposed estimator in the general framework.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
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