Asymptotic Behavior for the Extreme Values of a Linear Regression Model

We consider a class of linear regression model with extreme distribution noise. We show by a mean of point process technique that the asymptotic distribution of the maximum is the same as the one of the max of the noise process, under specific conditions.

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Year of publication:	2004
Authors:	Diop, Aliou ; Guegan, Dominique
Institutions:	HAL
Subject:	Extreme value theory \| Poisson random process \| Point process \| regression model

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00188532/en/ Published, African Diaspora Journal of Mathematics, 2004, 15, 59 - 67
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008792210