𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the tail behaviour of quantile processes

✍ Scribed by Lajos Horváth


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
712 KB
Volume
25
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Test of tails based on extreme regressio
✍ Jana Jurečková 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 108 KB

The extreme regression quantiles, as analogues of the extreme-order statistics in the linear regression model, were ÿrst considered by Smith (1994, Biometrika 81, 173-183) and studied by Portnoy and JureÄ ckovà a (1999, Extremes, to appear). They may have various important applications, parallel to

On the quantile process based on the aut
✍ Sangyeol Lee 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 437 KB

Let {Xt} be the stationary AR(p) process satisfying the difference equation Xt = ~lXt-i +... + ~pXt-p + ~t, where {~t} is a sequence of lid random variables with mean zero and finite variance. Motivated by a goodness of fit test on the true errors {~t}, we are led to study the asymptotic behavior of