From: High quantile regression for extreme events
Ï„
0.95
0.96
0.97
0.98
0.99
S E F F(Q W(1)(Ï„))
1.0783
1.0729
1.0504
1.0008
1.0086
S E F F(Q W(f)(Ï„))
1.6770
1.4211
1.2346
1.1248
1.0174