The extreme regression quantiles, as analogues of the extreme-order statistics in the linear regression model, were ΓΏrst considered by Smith (1994, Biometrika 81, 173-183) and studied by Portnoy and JureΓ ckovΓ a (1999, Extremes, to appear). They may have various important applications, parallel to
Integrated Conditional Moment testing of quantile regression models
β Scribed by Herman J. Bierens; Donna K. Ginther
- Publisher
- Springer-Verlag
- Year
- 2001
- Tongue
- English
- Weight
- 138 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0377-7332
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