Nonparametric estimation of a maximum of quantiles

DOI10.1214/14-EJS970zbMath1308.62061OpenAlexW2090754083MaRDI QIDQ489179

Michael Kohler, Georg C. Enss, Roland Platz, Benedict Götz, Adam Krzyżak

Publication date: 27 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1422281611

zbMATH Keywords

rate of convergenceconditional quantile estimationmaximal quantilesupremum norm error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

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