Extreme value inference for quantile regression with varying coefficients
Author:
Affiliation:
1. Graduate School of Science and Engineering, Kagoshima University, Kagoshima, Japan
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1639752
Reference31 articles.
1. Asymptotic Integrated Mean Square Error Using Least Squares and Bias Minimizing Splines
2. Quantile regression in heteroscedastic varying coefficient models
3. Asymptotic properties of best 𝐿₂[0,1] approximation by splines with variable knots
4. Extremal quantile regression
5. Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
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