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Quantile Estimation in Dependent Sequences

✍ Scribed by P. Heidelberger and P. A. W. Lewis

Book ID
111875188
Publisher
INFORMS
Year
1984
Tongue
English
Weight
598 KB
Volume
32
Category
Article
ISSN
0030-364X

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πŸ“œ SIMILAR VOLUMES

Large Quantile Estimation in a Multivari
Large Quantile Estimation in a Multivariate Setting
✍ 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