Optimal estimation of high quantiles in a large nonparametric model

DOI10.4064/AM39-2-2zbMATH Open1236.62025OpenAlexW2330326570MaRDI QIDQ2880809FDOQ2880809

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

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

Cited In (4)

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

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