@article{f13bdd569c6a453bb1843833294792c2,
title = "Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles",
abstract = "The paper proposes a new estimation method for the extreme conditional quantiles through an extrapolation of the intermediate regression quantiles for the linear quantile regression model, and obtains the asymptotic properties of the proposed estimator in the general framework.",
keywords = "Extreme conditional quantile, Extreme value, Intermediate regression quantile",
author = "Fengyang He and Yebin Cheng and Tiejun Tong",
note = "Funding Information: Yebin Cheng{\textquoteright}s research was supported in part by the National Natural Science Foundation of China Grant (No. 11271241 ). Tiejun Tong{\textquoteright}s research was supported in part by the Hong Kong Baptist University FRG grants FRG1/14-15/044 and FRG2/14-15/084 . The authors thank the editor, the associate editor and one referee for their constructive comments that led to a substantial improvement of the paper. ",
year = "2016",
month = jun,
day = "1",
doi = "10.1016/j.spl.2016.01.024",
language = "English",
volume = "113",
pages = "30--37",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
}