A level crossing quantile estimation method
β Scribed by Mei Ling Huang; Percy Brill
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 94 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
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
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