Estimation of a quantile in some nonstandard cases
β Scribed by Xiaojing Xiang
- Publisher
- Springer Japan
- Year
- 1995
- Tongue
- English
- Weight
- 487 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0020-3157
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π SIMILAR VOLUMES
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
Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be two-dimensional random vectors which are independent and distributed as (X, Y). The asymptotic normality and a law of the iterated logarithm are obtained.
Suppose independent random samples are available from k exponential populations with a common location Γ and scale parameters 1; 2; : : : ; k , respectively. The population corresponding to the largest sample mean is selected. The problem is to estimate a quantile of the selected population. In this