Geodesic
On Estimation of High Quantiles for Certain Classes of Distributions
Yugoslav journal of operations research, Tome 25 (2015) no. 2, p. 299

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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 },
     publisher = {mathdoc},
     volume = {25},
     number = {2},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2015_25_2_a8/}
}
TY  - JOUR
AU  - Jelena Stanojević
TI  - On Estimation of High Quantiles for Certain Classes of Distributions
JO  - Yugoslav journal of operations research
PY  - 2015
SP  - 299 
VL  - 25
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/YJOR_2015_25_2_a8/
LA  - en
ID  - YJOR_2015_25_2_a8
ER  - 
%0 Journal Article
%A Jelena Stanojević
%T On Estimation of High Quantiles for Certain Classes of Distributions
%J Yugoslav journal of operations research
%D 2015
%P 299 
%V 25
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/YJOR_2015_25_2_a8/
%G en
%F YJOR_2015_25_2_a8
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/