Quantiles
نویسندگان
چکیده
منابع مشابه
Regression Quantiles
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متن کاملOn M-estimators of Approximate Quantiles and Approximate Conditional Quantiles
M-estimators introduced in Huber (1964) provide a class of robust estimators of a center of symmetry of a symmetric probability distribution which also have very high eeciency at the model. However it is not clear what they do estimate when the probability distributions are nonsymmetric. In this paper we rst show that in the case of arbitrary, not necessarily symmetric probabilty distributions,...
متن کاملQuantiles of sojourn times
Fast response times and the satisfaction of response time quantile targets are important performance criteria for almost all transaction processing and computer-communication systems. However, they tend to be difficult to obtain in stochastic models, even when the mean value of the response time has a relatively simple mathematical expression. Expressions have been obtained for the Laplace tran...
متن کاملOrdinal aggregation and quantiles
Consider the problem of aggregating a pro le of interpersonally comparable utilities into a social utility. We require that the units of measurement of utility used for agents is the same as the units of measurement for society (ordinal covariance) and a mild Pareto condition (monotonicity). We provide several representations of such social aggregation operators: a canonical representation, a C...
متن کاملQuantiles, Expectiles and Splines
A time-varying quantile can be tted by formulating a time series model for the corresponding population quantile and iteratively applying a suitably modi ed state space signal extraction algorithm. It is shown that such quantiles satisfy the de ning property of xed quantiles in having the appropriate number of observations above and below. Like quantiles, time-varying expectiles can be estima...
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ژورنال
عنوان ژورنال: British Journal of Surgery
سال: 2022
ISSN: ['1365-2168', '0007-1323']
DOI: https://doi.org/10.1093/bjs/znac030