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20102026
most citedInference of time-varying regression models

99 citations · 145 across the 8 of their papers we have counts for

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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…