{"id":{"repo_id":"duke","oai_identifier":"oai:dukespace.lib.duke.edu:10161/12160"},"canonical_url":"https://search.dev.ndltd.org/etd/duke/oai:dukespace.lib.duke.edu:10161/12160","repository":{"repo_id":"duke","name":"Duke University","base_url":"https://dukespace.lib.duke.edu/server/oai/request"},"display":{"title":"Three Essays on Extremal Quantiles","abstract":"<p>Extremal quantile index is a concept that the quantile index will drift to zero (or one)</p><p>as the sample size increases. The three chapters of my dissertation consists of three</p><p>applications of this concept in three distinct econometric problems. In Chapter 2, I</p><p>use the concept of extremal quantile index to derive new asymptotic properties and</p><p>inference method for quantile treatment effect estimators when the quantile index</p><p>of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile</p><p>index to achieve identification at infinity of the sample selection models and propose</p><p>a new inference method. Last, in Chapter 4, I use the concept of extremal quantile</p><p>index to define an asymptotic trimming scheme which can be used to control the</p><p>convergence rate of the estimator of the intercept of binary response models.</p>","abstract_html":"&lt;p&gt;Extremal quantile index is a concept that the quantile index will drift to zero (or one)&lt;/p&gt;&lt;p&gt;as the sample size increases. The three chapters of my dissertation consists of three&lt;/p&gt;&lt;p&gt;applications of this concept in three distinct econometric problems. In Chapter 2, I&lt;/p&gt;&lt;p&gt;use the concept of extremal quantile index to derive new asymptotic properties and&lt;/p&gt;&lt;p&gt;inference method for quantile treatment effect estimators when the quantile index&lt;/p&gt;&lt;p&gt;of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile&lt;/p&gt;&lt;p&gt;index to achieve identification at infinity of the sample selection models and propose&lt;/p&gt;&lt;p&gt;a new inference method. Last, in Chapter 4, I use the concept of extremal quantile&lt;/p&gt;&lt;p&gt;index to define an asymptotic trimming scheme which can be used to control the&lt;/p&gt;&lt;p&gt;convergence rate of the estimator of the intercept of binary response models.&lt;/p&gt;","abstract_has_math":false,"creators":["Zhang, Yichong"],"institution":null,"degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":["Khan, Shakeeb","Maurel, Arnaud"],"committee_chairs":[],"committee_members":[],"year":2016,"date_issued":"2016","date_published":"2016","updated_at":"2026-07-24T02:07:07Z","subjects":["Economics","Extremal","Quantiles","Treatment"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://hdl.handle.net/10161/12160","outbound_label":"Handle","outbound_source":"dc:identifier.uri"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor.advisor","label":"Advisor","values":["Khan, Shakeeb","Maurel, Arnaud"]},{"key":"dc:creator","label":"Author","values":["Zhang, Yichong"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.accessioned","label":"Dc Date Accessioned","values":["2016-06-06T14:36:53Z"]},{"key":"dc:date.available","label":"Dc Date Available","values":["2016-06-06T14:36:53Z"]},{"key":"dc:date.issued","label":"Date","values":["2016"]},{"key":"dc:type","label":"Dc Type","values":["Dissertation"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Economics","Extremal","Quantiles","Treatment"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["https://hdl.handle.net/10161/12160"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["<p>Extremal quantile index is a concept that the quantile index will drift to zero (or one)</p><p>as the sample size increases. The three chapters of my dissertation consists of three</p><p>applications of this concept in three distinct econometric problems. In Chapter 2, I</p><p>use the concept of extremal quantile index to derive new asymptotic properties and</p><p>inference method for quantile treatment effect estimators when the quantile index</p><p>of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile</p><p>index to achieve identification at infinity of the sample selection models and propose</p><p>a new inference method. Last, in Chapter 4, I use the concept of extremal quantile</p><p>index to define an asymptotic trimming scheme which can be used to control the</p><p>convergence rate of the estimator of the intercept of binary response models.</p>"]},{"key":"dc:title","label":"Title","values":["Three Essays on Extremal Quantiles"]}]}],"canonical_facts":{"dc:contributor.advisor":["Khan, Shakeeb","Maurel, Arnaud"],"dc:creator":["Zhang, Yichong"],"dc:date.accessioned":["2016-06-06T14:36:53Z"],"dc:date.available":["2016-06-06T14:36:53Z"],"dc:date.issued":["2016"],"dc:description.abstract":["<p>Extremal quantile index is a concept that the quantile index will drift to zero (or one)</p><p>as the sample size increases. The three chapters of my dissertation consists of three</p><p>applications of this concept in three distinct econometric problems. In Chapter 2, I</p><p>use the concept of extremal quantile index to derive new asymptotic properties and</p><p>inference method for quantile treatment effect estimators when the quantile index</p><p>of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile</p><p>index to achieve identification at infinity of the sample selection models and propose</p><p>a new inference method. Last, in Chapter 4, I use the concept of extremal quantile</p><p>index to define an asymptotic trimming scheme which can be used to control the</p><p>convergence rate of the estimator of the intercept of binary response models.</p>"],"dc:identifier.uri":["https://hdl.handle.net/10161/12160"],"dc:subject":["Economics","Extremal","Quantiles","Treatment"],"dc:title":["Three Essays on Extremal Quantiles"],"dc:type":["Dissertation"]},"updated_at":"2026-07-24T02:07:07Z"}