scholarly journals Quantile Estimation Based on the Principles of the Search on the Line

2018 ◽  
pp. 481-492
Author(s):  
Anis Yazidi ◽  
Hugo Lewi Hammer
Keyword(s):  
Quantile Estimation

scholarly journals A Method for Confidence Intervals of High Quantiles

Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 70
Author(s):  
Mei Ling Huang ◽  
Xiang Raney-Yan
Keyword(s):  
Confidence Intervals ◽  
Computational Algorithm ◽  
Geometric Mean ◽  
Asymptotic Properties ◽  
Quantile Estimation ◽  
Heavy Tailed Distributions ◽  
High Quantiles ◽  
High Quantile ◽  
Heavy Tailed ◽  
Infinite Moments

The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments. There are also bias issues with the existing methods of confidence intervals (CIs) of high quantiles. This paper proposes a new estimator for high quantiles based on the geometric mean. The new estimator has good asymptotic properties as well as it provides a computational algorithm for estimating confidence intervals of high quantiles. The new estimator avoids difficulties, improves efficiency and reduces bias. Comparisons of efficiencies and biases of the new estimator relative to existing estimators are studied. The theoretical are confirmed through Monte Carlo simulations. Finally, the applications on two real-world examples are provided.

Kernel type smoothed quantile estimation under long memory

2008 ◽  
Vol 51 (1) ◽  
pp. 57-67 ◽  
Author(s):  
Lihong Wang
Keyword(s):  
Long Memory ◽  
Quantile Estimation ◽  
Kernel Type

Quantile estimation in regenerative simulation

1976 ◽  
Vol 5 (3) ◽  
pp. 5-15
Author(s):  
G. W. J. Coppens ◽  
M. P. F. M. van Dongen ◽  
J. P. C. Kleijnen
Keyword(s):  
Quantile Estimation ◽  
Regenerative Simulation

Time-variant nonparametric extreme quantile estimation with application to US temperature data

2021 ◽  
Vol 55 (2) ◽  
pp. 87-108
Author(s):  
Mohammed Chowdhury ◽  
Bogdan Gadidov ◽  
Linh Le ◽  
Yan Wang ◽  
Lewis VanBrackle
Keyword(s):  
Temperature Data ◽  
Quantile Estimation ◽  
Extreme Quantile

Mitigating the effect of measurement errors in quantile estimation

2007 ◽  
Vol 77 (5) ◽  
pp. 514-524 ◽  
Author(s):  
E. Schechtman ◽  
C. Spiegelman
Keyword(s):  
Measurement Errors ◽  
Quantile Estimation
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