On optimising the estimation of high quantiles of a probability distribution

DOI10.1080/0233188021000055345zbMath1210.62052OpenAlexW2021284105MaRDI QIDQ4454284

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Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0233188021000055345

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• The empirical distribution function as a tail estimator
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• On Smooth Statistical Tail Functionals
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• On the maximal life span of humans
• Using a bootstrap method to choose the sample fraction in tail index estimation
• A bootstrap-based method to achieve optimality in estimating the extreme-value index

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