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Table 4 Simulation efficiency (SEFF) of estimating Q y (Ï„|x),m=1000,n=300,N=1000

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