Tail behavior of the least-squares estimator

Statistics and Probability Letters

Volumn 55, Issue 4, 2001, Pages 377-384

  Jurečková, Jana ^a   Koenker, Roger ^b   Portnoy, Stephen ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Domain of attraction; Extreme values; Least squares estimator; Tail behavior

Indexed keywords

EID: 18044400026     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00137-7     Document Type: Article

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