On the asymptotic shape of quantile surfaces

Florian Gach and Simon Hochgerner

Papers from arXiv.org

Abstract: This article is concerned with the asymptotic shape of quantile surfaces, defined as the set of quantiles at a given level $\alpha$ generated by a controlled one-dimensional distribution. Specifically, when the distribution arises as a linear combination of log-normal random variables and the control is a vector of positive coefficients, we prove that quantile surfaces are globally concave in the left tail ($\alpha\to0$) and globally convex in the right tail ($\alpha\to1$). Moreover, these surfaces exhibit asymptotic separation of scale and shape.

Date: 2026-09, Revised 2026-09
New Economics Papers: this item is included in nep-mac
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2609.31345 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2609.31345

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().