Contributions to Quantile Estimation
Licentiate thesis, 2005
Kernel estimator
Non-parametric estimation
Extreme value theory
Cross validation
L-estimator
Quantile estimation
Order statistic
Perturbed Generlized Pareto distribution
Regular variation
Second order regular variation
Bootstrap
Generalized Pareto distribution
Author
Erik Brodin
Chalmers, Mathematical Sciences, Mathematical Statistics
University of Gothenburg
0347-2809 (ISSN)
Subject Categories
Other Mathematics
Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University: 2005:1