Optimal estimation of high quantiles in a large nonparametric model
Applicationes Mathematicae (2012)
- Volume: 39, Issue: 2, page 137-142
- ISSN: 1233-7234
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topRyszard Zieliński. "Optimal estimation of high quantiles in a large nonparametric model." Applicationes Mathematicae 39.2 (2012): 137-142. <http://eudml.org/doc/279894>.
@article{RyszardZieliński2012,
abstract = {"A high quantile is a quantile of order q with q close to one." A precise constructive definition of high quantiles is given and optimal estimates are presented.},
author = {Ryszard Zieliński},
journal = {Applicationes Mathematicae},
keywords = {tails; order statistics},
language = {eng},
number = {2},
pages = {137-142},
title = {Optimal estimation of high quantiles in a large nonparametric model},
url = {http://eudml.org/doc/279894},
volume = {39},
year = {2012},
}
TY - JOUR
AU - Ryszard Zieliński
TI - Optimal estimation of high quantiles in a large nonparametric model
JO - Applicationes Mathematicae
PY - 2012
VL - 39
IS - 2
SP - 137
EP - 142
AB - "A high quantile is a quantile of order q with q close to one." A precise constructive definition of high quantiles is given and optimal estimates are presented.
LA - eng
KW - tails; order statistics
UR - http://eudml.org/doc/279894
ER -
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