Geodesic
On Estimation of High Quantiles for Certain Classes of Distributions
Yugoslav journal of operations research, Tome 25 (2015) no. 2, p. 299 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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We investigate the rate of convergence of the direct-simulation estimator $\hat{x}$ of a large quantile $x_p$ of the Pareto and Gamma distributions. The upper bound of the probability $P \{| \hat{x_p}(n) - x_p | \geq \epsilon \}$ is determined.
Classification : 62F12, 62G32.
Keywords: High Quantile Estimation, Negative Dependence, the Pareto Distribution; 
@article{YJOR_2015_25_2_a8,
     author = {Jelena Stanojevi\'c},
     title = {On {Estimation} of {High} {Quantiles} for {Certain} {Classes} of {Distributions}},
     journal = {Yugoslav journal of operations research},
     pages = {299 },
     year = {2015},
     volume = {25},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2015_25_2_a8/}
}
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Jelena Stanojević. On Estimation of High Quantiles for Certain Classes of Distributions. Yugoslav journal of operations research, Tome 25 (2015) no. 2, p. 299 . http://geodesic.mathdoc.fr/item/YJOR_2015_25_2_a8/