Quantiles under the sub-linear expectations

Anna Kuczmaszewska ()
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Anna Kuczmaszewska: Lublin University of Technology

Statistical Papers, 2025, vol. 66, issue 4, No 9, 15 pages

Abstract: Abstract In this paper we study some properties of quantile in the sub-linear expectation space. We give the definitions of the lower and the upper quantile and present their representations in this space. In addition, a strong consistency of the sample quantile in sublinear expectation space was proved.

Keywords: Quantiles; Sub-linear expectations; Representation of quantile in sub-linear expectation space; Consistency of the sample quantile; 60F15 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00362-025-01705-x

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