Nonparametric estimation of a maximum of quantiles

DOI10.1214/14-EJS970MaRDI QIDQ489179zbMATHOpenAlexFDO

Authors Georg C. Enss, Benedict Götz, Michael Kohler, Adam Krzyżak, Roland Platz

Publication date 27 January 2015

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1422281611

zbMATH Keywords

rate of convergenceconditional quantile estimationmaximal quantilesupremum norm error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Order statistics; empirical distribution functions (62G30)

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Cited in

(7)

• Estimating quantiles in imperfect simulation models using conditional density estimation
• Estimation of extreme quantiles in a simulation model
• scientific article; zbMATH DE number 218781 (Why is no real title available?)
• Noninformative nonparametric quantile estimation for simple random samples
• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• Nonparametric estimation of extreme conditional quantiles
• scientific article; zbMATH DE number 7008202 (Why is no real title available?)

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