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1 paper

math.ST2026

A Generative High Quantile Homogeneity Test Using Bahadur Representation for Heteroskedastic High Quantile Regression of Tail Dependent Time Series

Ting Zhang, Fangwei Wu, Jingying Gao

We consider a high quantile homogeneity test to determine whether a certain set of explanatory variables has homogeneous effects on different high quantiles of the response variabl…