A novel Bahadur representation for heteroskedastic high quantile regression of tail-dependent time series enables a generative homogeneity test for high quantiles.
Journal of Multivariate Analysis , volume =
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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.