Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles (Q791249): Difference between revisions
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Property / author: Dieter Landers / rank | |||
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Property / author: Lothar Rogge / rank | |||
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Property / author: Dieter Landers / rank | |||
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Property / author: Lothar Rogge / rank | |||
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Property / cites work: Almost everywhere convergence of prediction sequence in L p (1 < p < ?) / rank | |||
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Property / cites work: Q5614313 / rank | |||
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Property / cites work: Best approximants in L ? -spaces / rank | |||
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Property / cites work: Natural choice of \(L_ 1-\)approximants / rank | |||
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Property / cites work: Q5186562 / rank | |||
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Property / cites work: The natural median / rank | |||
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Property / cites work: Isotonic approximation in \(L_ s\). / rank | |||
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Property / cites work: On conditional medians / rank | |||
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Latest revision as of 11:20, 14 June 2024
scientific article
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English | Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles |
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Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles (English)
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1984
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In general the \(\alpha\)-quantile of a random variable is not uniquely determined. It is the aim of this paper to suggest a limit process for choosing exactly one \(\alpha\)-quantile called a natural \(\alpha\)- quantile. This process is similar to that employed by the authors in Ann. Probab. 9, 1041-1042 (1981; Zbl 0471.60049). Moreover, a natural choice of a conditional \(\alpha\)-quantile is suggested.
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best approximant
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natural alpha quantile
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limit process for determining exactly one alpha quantile
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