Estimation of upper quantiles under model and parameter uncertainty. (Q1603681)
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scientific article; zbMATH DE number 1767884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of upper quantiles under model and parameter uncertainty. |
scientific article; zbMATH DE number 1767884 |
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Estimation of upper quantiles under model and parameter uncertainty. (English)
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15 July 2002
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Quantile estimation
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Model uncertainty
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Parameter uncertainty
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Model selection
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Likelihood
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Tail-exponential
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Log-symmetric
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Monte Carlo simulation
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