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Inference for Extremal Conditional Quantile Models, with an Application
to Market and Birthweight Risks

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

26 December 2009

Victor Chernozhukov

Iván Fernández�?Val

ArXiv (abs)PDF HTML

Papers citing "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks"

6 / 6 papers shown

Federated Learning of Quantile Inference under Local Differential Privacy

Federated Learning of Quantile Inference under Local Differential Privacy

166

0

0

26 Sep 2025

Estimation of Treatment Effects in Extreme and Unobserved Data

Estimation of Treatment Effects in Extreme and Unobserved Data

Vasilis Syrgkanis

157

0

0

16 Jun 2025

Tail Adversarial Stability for Regularly Varying Linear Processes and
their Extensions

Tail Adversarial Stability for Regularly Varying Linear Processes and their Extensions

384

3

0

29 Apr 2022

Estimation and Inference of Extremal Quantile Treatment Effects for
Heavy-Tailed Distributions

Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions

Sebastian Engelke

Marloes H. Maathuis

108

22

0

13 Oct 2021

Bias correction for quantile regression estimators

Bias correction for quantile regression estimators

Grigory Franguridi

148

1

0

05 Nov 2020

Fast Algorithms for the Quantile Regression Process

Fast Algorithms for the Quantile Regression ProcessEmpirical Economics (Empir. Econ.), 2019

Victor Chernozhukov

Iván Fernández-Val

209

38

0

12 Sep 2019

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