INTERVAL ESTIMATION OF HIGHER ORDER QUANTILES. ANALYSIS OF ACCURACY OF SELECTED PROCEDURES

Dorota Pekasiewicz ()
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Dorota Pekasiewicz: Department of Statistical Methods, University of Łódź, Poland.

Statistics in Transition New Series, 2016, vol. 17, issue 4, 737-748

Abstract: In the paper selected nonparametric and semiparametric estimation methods of higher orders quantiles are considered. The construction of nonparametric confidence...

Keywords: accuracy of estimation; order statistic; percentile bootstrap method; quantile; semiparametric bootstrap method; Value at Risk (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:17:y:2016:i:4:p:737-748

DOI: 10.21307/stattrans-2016-049

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