Geodesic
Optimal estimation of high quantiles in a large nonparametric model
Ryszard Zieliński1
1 Institute of Mathematics Polish Academy of Sciences Śniadeckich 8 P.O. Box 21 00-956 Warszawa, Poland
Applicationes Mathematicae, Tome 39 (2012) no. 2, pp. 137-142 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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“A high quantile is a quantile of order $q$ with $q$ close to one.” A precise constructive definition of high quantiles is given and optimal estimates are presented.
DOI : 10.4064/am39-2-2
Keywords: high quantile quantile order close precise constructive definition high quantiles given optimal estimates presented

Ryszard Zieliński 1

1 Institute of Mathematics Polish Academy of Sciences Śniadeckich 8 P.O. Box 21 00-956 Warszawa, Poland 
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Ryszard Zieliński. Optimal estimation of high quantiles
 in a large nonparametric model. Applicationes Mathematicae, Tome 39 (2012) no. 2, pp. 137-142. doi: 10.4064/am39-2-2

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