Contributions to Quantile Estimation
Licentiatavhandling, 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

Författare

Erik Brodin

Chalmers, Matematiska vetenskaper, matematisk statistik

Göteborgs universitet

0347-2809 (ISSN)

Ämneskategorier

Annan matematik

Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University: 2005:1

Mer information

Skapat

2017-10-07