NONPARAMETRIC QUANTILE ESTIMATION FROM RECORD‐BREAKING DATA
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Publication:4851458
DOI10.1111/j.1467-842X.1994.tb00863.xzbMath0829.62042MaRDI QIDQ4851458
Publication date: 10 October 1995
Published in: Australian Journal of Statistics (Search for Journal in Brave)
asymptotic normality; simulations; quantile estimation; strong consistency; biases; kernel-type estimators; smoothing parameters; sample quantile function; destructive stress testing; record-breaking data; mean-squared errors
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