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.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

“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 
@article{10_4064_am39_2_2,
     author = {Ryszard Zieli\'nski},
     title = {Optimal estimation of high quantiles
 in a large nonparametric model},
     journal = {Applicationes Mathematicae},
     pages = {137--142},
     publisher = {mathdoc},
     volume = {39},
     number = {2},
     year = {2012},
     doi = {10.4064/am39-2-2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am39-2-2/}
}
TY  - JOUR
AU  - Ryszard Zieliński
TI  - Optimal estimation of high quantiles
 in a large nonparametric model
JO  - Applicationes Mathematicae
PY  - 2012
SP  - 137
EP  - 142
VL  - 39
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am39-2-2/
DO  - 10.4064/am39-2-2
LA  - en
ID  - 10_4064_am39_2_2
ER  - 
%0 Journal Article
%A Ryszard Zieliński
%T Optimal estimation of high quantiles
 in a large nonparametric model
%J Applicationes Mathematicae
%D 2012
%P 137-142
%V 39
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am39-2-2/
%R 10.4064/am39-2-2
%G en
%F 10_4064_am39_2_2
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. http://geodesic.mathdoc.fr/articles/10.4064/am39-2-2/

Cité par Sources :