Confidence Regions for Multivariate Quantiles
نویسندگان
چکیده
منابع مشابه
Confidence Regions for High Quantiles of a Heavy Tailed Distribution
Estimating high quantiles plays an important role in the context of risk management. This involves extrapolation of an unknown distribution function. In this paper we propose three methods, namely, the normal approximation method, the likelihood ratio method and the data tilting method, to construct confidence regions for high quantiles of a heavy tailed distribution. A simulation study prefers...
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ژورنال
عنوان ژورنال: Water
سال: 2018
ISSN: 2073-4441
DOI: 10.3390/w10080996