Abstract
An extreme value theory of extreme regression quantioes is developed in the exponential tailed case. The tail behavior measure of Jurečková (1981) and He et al. (1990) is considered for extreme regression quantiles.
An extreme value theory of extreme regression quantioes is developed in the exponential tailed case. The tail behavior measure of Jurečková (1981) and He et al. (1990) is considered for extreme regression quantiles.