出版社：Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
摘要：We investigate the rate of convergence of the direct-simulation estimator ˆ xp(n) of a large quantile xp of the Pareto and Gamma distributions. The upper bound of the probability P{|xp(n)- xp|>ε is determined. [Projekat Ministartsva nauke Republike Srbije, br. 174020: Geometry and Topology of Manifolds, Classical Mechanics and Integrable Dynamical Systems]
关键词：high quantile estimation; negative dependence; the Pareto distribution; gamma distribution
