Zobrazeno 1 - 10
of 12 713
pro vyhledávání: '"Harold, D."'
This paper investigates extremal quantiles under two-way cluster dependence. We demonstrate that the limiting distribution of the unconditional intermediate order quantiles in the tails converges to a Gaussian distribution. This is remarkable as two-
Externí odkaz:
http://arxiv.org/abs/2402.19268
