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 (SSIF 2011)
Annan matematik
Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University: 2005:1