Search Results - subject:"quantile estimator"

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement

Liu, Xiaoyu; Yan, Xing; Zhang, Kun - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1168-1177

Persistent link: https://www.econbiz.de/10014456483

Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation

Bräutigam, Marcel - 2020

Persistent link: https://www.econbiz.de/10012488824

A double-edged sword : technology, prosperity and inequality

Tampubolon, Gindo; Fajarini, Maria - 2017

Persistent link: https://www.econbiz.de/10012214618

Long-term prediction intervals of economic time series

Chudý, M.; Karmakar, S.; Wu, W. B. - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 191-222

Persistent link: https://www.econbiz.de/10012216373

Estimation of productivity growth in the Saudi higher education sector

Ghulam, Yaseen; Mousa, Wael I. - In: Technological forecasting & social change : an … 149 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012228753

Estimation of sample quantiles : challenges and issues in the context of income and wealth distributions

Kreutzmann, Ann-Kristin - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 12 (2018) 3/4, pp. 245-270

Persistent link: https://www.econbiz.de/10012012625

Efficiency and productivity of the cement industry: Pakistani experience of deregulation and privatisation

Ghulam, Yaseen; Jaffry, Shabbar - In: Omega 54 (2015) C, pp. 101-115

hyperbolic α-quantile estimator of Wheelock and Wilson to estimate efficiency (Wheelock DC, Wilson PW. Non …

Persistent link: https://www.econbiz.de/10011264263

Efficiency and productivity of the cement industry : Pakistani experience of deregulation and privatisation

Ghulam, Yaseen; Jaffry, Shabbar - In: Omega : the international journal of management science 54 (2015), pp. 101-115

Persistent link: https://www.econbiz.de/10011293551

Improved confidence intervals for quantiles

Maesono, Yoshihiko; Penev, Spiridon - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 167-189

We derive the Edgeworth expansion for the studentized version of the kernel quantile estimator. Inverting the expansion …

Persistent link: https://www.econbiz.de/10010848652

On unbiased optimal L-statistics quantile estimators

Li, Ling-Wei; Lee, Loo-Hay; Chen, Chun-Hung; Guo, Bo - In: Statistics & Probability Letters 82 (2012) 11, pp. 1891-1897

Recently, Li et al. (2012a,b) have presented two biased Optimal L-statistics Quantile Estimators (OLQEs). In this work, we present two unbiased versions of the two biased OLQEs. Similar to the biased OLQEs, the proposed unbiased OLQEs are able to accommodate a set of scaled populations and a...

Persistent link: https://www.econbiz.de/10011039824