文章基本信息
- 标题：On estimation of high quantiles for certain classes of distributions
- 本地全文：下载
- 作者：Stanojević Jelena
- 期刊名称：Yugoslav Journal of Operations Research
- 印刷版ISSN：0354-0243
- 电子版ISSN：1820-743X
- 出版年度：2015
- 页码：13-13
- DOI：10.2298/YJOR130606013S
- 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
