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

More information

Created

10/7/2017