Test of tails based on extreme regression quantiles

Statistics and Probability Letters

Volumn 49, Issue 1, 2000, Pages 53-61

  Jurečková, Jana ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

(Extreme) regression quantiles; Consistency of the test; Domain of attraction* Cram r type large deviations; Pareto type tails

Indexed keywords

EID: 0038206075     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(00)00031-6     Document Type: Article

References (10)

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