Optimal estimation of high quantiles in a large nonparametric model
Volume 39 / 2012
Applicationes Mathematicae 39 (2012), 137-142
MSC: 62G30, 62G32.
DOI: 10.4064/am39-2-2
Abstract
“A high quantile is a quantile of order $q$ with $q$ close to one.” A precise constructive definition of high quantiles is given and optimal estimates are presented.
