A novel Bahadur representation for heteroskedastic high quantile regression of tail-dependent time series enables a generative homogeneity test for high quantiles.
Time-adaptive quantile regression
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Generative High Quantile Homogeneity Test Using Bahadur Representation for Heteroskedastic High Quantile Regression of Tail Dependent Time Series
A novel Bahadur representation for heteroskedastic high quantile regression of tail-dependent time series enables a generative homogeneity test for high quantiles.