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A Note on the Asymptotic Estimation of the Extreme Point of a Regression Function

✍ Scribed by Nevel’son, M. B.


Book ID
118227844
Publisher
Society for Industrial and Applied Mathematics
Year
1979
Tongue
English
Weight
457 KB
Volume
23
Category
Article
ISSN
0040-585X

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A note on the asymptotic normality of th
✍ Jean Diebolt; Stéphane Girard 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 224 KB

In this note, we establish the asymptotic distribution of the exponential tail estimator of extreme quantiles. We give su cient conditions for the asymptotic normality and provide some illustrating examples.