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An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage

In this article, we investigate the limitations of traditional quantile function estimators and introduce a new class of quantile function estimators, namely, the semi-parametric tail-extrapolated quantile estimators, which has excellent performance for estimating the extreme tails with finite sampl...

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Bibliografiska uppgifter
I publikationen:Commun Stat Theory Methods
Huvudupphovsmän: Wei, Lai, Wang, Dongliang, Hutson, Alan D.
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2015
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC4768491/
https://ncbi.nlm.nih.gov/pubmed/26924881
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/03610926.2013.775304
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