Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.

Klass, Michael J., and Nowicki, Krzysztof. "Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.." Electronic Journal of Probability [electronic only] 12 (2007): 1276-1298. <http://eudml.org/doc/128203>.

@article{Klass2007,
author = {Klass, Michael J., Nowicki, Krzysztof},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {tail distributions; tail probabilities; quantile approximation; Hoffmann-Jørgensen/Klass-Nowicki inequality},
language = {eng},
pages = {1276-1298},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.},
url = {http://eudml.org/doc/128203},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Klass, Michael J.
AU - Nowicki, Krzysztof
TI - Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 1276
EP - 1298
LA - eng
KW - tail distributions; tail probabilities; quantile approximation; Hoffmann-Jørgensen/Klass-Nowicki inequality
UR - http://eudml.org/doc/128203
ER -