Optimal estimation of high quantiles in a large nonparametric model

DOI10.4064/AM39-2-2MaRDI QIDQ2880809zbMATH OpenOpenAlexFDO

Authors Ryszard Zieliński

Publication date 17 April 2012

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am39-2-2

zbMATH Keywords

order statisticstails

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cited in

(4)

• On the estimation of high quantiles
• High quantile estimation and the PORT methodology
• Quantile estimation via distribution fitting
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression

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