𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A level crossing quantile estimation method

✍ Scribed by Mei Ling Huang; Percy Brill


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
94 KB
Volume
45
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A distribution estimation method based o
✍ M.L Huang; P.H Brill πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 417 KB

This paper presents a method of nonparametric distribution estimation based on a sample level-crossing function, which leads to the construction of a level-crossing empirical distribution function (LCEDF). An e ciency function for this LCEDF relative to the classical empirical distribution function

Calibration methods for estimating quant
✍ M. Rueda; S. MartΓ­nez-Puertas; H. MartΓ­nez-Puertas; A. Arcos πŸ“‚ Article πŸ“… 2006 πŸ› Springer 🌐 English βš– 231 KB
Large Quantile Estimation in a Multivari
✍ L. Dehaan; X. Huang πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 430 KB

An asymptotic theory is developed for the estimation of high quantile curves, i.e., sets of points in higher dimensional space for which the exeedance probability is \(p_{n}\), with \(n p_{n} \rightarrow 0(n \rightarrow \infty)\). Here \(n\) is the number of available observations. This is the situa