搜索结果: 1-6 共查到“管理学 Quantile estimation”相关记录6条 . 查询时间(0.444 秒)
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
Adaptive quantile estimation in deconvolution with unknown error distribution
Deconvolution Quantile and distribution function Adaptive es-timation Minimax convergence rates Random Fourier multiplier
2013/4/27
We study the problem of quantile estimation in deconvolution with ordinary smooth error distributions. In particular, we focus on the more realistic setup of unknown error distributions. We develop a ...
Quantile estimation with adaptive importance sampling
Quantile estimation law of iterated logarithm adaptive im-portance sampling stochastic approximation Robbins–Monro
2010/3/11
We introduce new quantile estimators with adaptive importance
sampling. The adaptive estimators are based on weighted samples
that are neither independent nor identically distributed. Using a
new l...
Robust quantile estimation and prediction for spatial processes
Spatial processes Kernel estimate Conditional quantile Spatial prediction
2010/3/9
In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes
assumed to be strongly mixing in space. We establish the L1 consistency and the asymptotic no...
PEAKS OVER RANDOM THRESHOLD METHODOLOGY FOR TAIL INDEX AND HIGH QUANTILE ESTIMATION
heavy tails high quantiles semi-parametric estimation linear property sample of excesses
2009/2/25
In this paper we present a class of semi-parametric high quantile estimators which
enjoy a desirable property in the presence of linear transformations of the data. Such
a feature is in accordance w...
MINIMUM-VARIANCE REDUCED-BIAS TAIL INDEX AND HIGH QUANTILE ESTIMATION
statistics of extremes tail index high quantiles second-order reduced-bias semi-parametric estimation third order framework
2009/2/25
Heavy tailed-models are quite useful in many fields, like insurance, finance, telecom-
munications, internet traffic, among others, and it is often necessary to estimate a
high quantile, i.e., a val...