Approximation of high quantiles from intermediate quantiles
نویسندگان
چکیده
منابع مشابه
Empirical Likelihood Method For Intermediate Quantiles
Intermediate quantiles play an important role in the statistics of extremes with particular applications in risk management. For interval estimation of quantiles, Chen and Hall (1993) proposed the so-called smoothed empirical likelihood method. In this paper, we apply the method in Chen and Hall (1993) to construct confidence intervals for an intermediate quantile and show that the choice of th...
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ژورنال
عنوان ژورنال: Extremes
سال: 2016
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-016-0255-3