INTERVAL ESTIMATION OF HIGHER ORDER QUANTILES. ANALYSIS OF ACCURACY OF SELECTED PROCEDURES
| Year of publication: |
2016
|
|---|---|
| Authors: | Pekasiewicz, Dorota |
| Published in: |
Statistics in Transition New Series. - New York, NY : Exeley, ISSN 2450-0291. - Vol. 17.2016, 4, p. 737-748
|
| Publisher: |
New York, NY : Exeley |
| Subject: | accuracy of estimation | order statistic | percentile bootstrap method | quantile | semiparametric bootstrap method | Value at Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.21307/stattrans-2016-049 [DOI] hdl:10419/207839 [Handle] RePEc:exl:29stat:v:17:y:2016:i:4:p:737-748 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10012141647