Estimation of upper quantiles under model and parameter uncertainty.

DOI10.1016/S0167-9473(01)00094-9zbMath1101.62318OpenAlexW2050749505MaRDI QIDQ1603681

Reza Modarres, Joseph L. Gastwirth, Tapan K. Nayak

Publication date: 15 July 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00094-9

zbMATH Keywords

Monte Carlo simulationModel selectionLikelihoodModel uncertaintyParameter uncertaintyQuantile estimationLog-symmetricTail-exponential

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (4)

A new goodness of fit test for the logistic distribution ⋮ Empirical likelihood ratio-based goodness-of-fit test for the logistic distribution ⋮ Inverse Box\,-\,Cox: the power-normal distribution ⋮ Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures

Uses Software

• EnvStats
• bootstrap

Cites Work

• Quantile estimation under possibly misspecified generalised linear model
• Discrimination Procedures for Separate Families of Hypotheses
• A remark on the shape of the logistic distribution
• On Robust Procedures
• Robust Estimates of Location: Survey and Advances
• Likelihood Ratio Test for Discrimination between Two Models with Unknown Location and Scale Parameters
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
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