Robust quantile estimation under bivariate extreme value models
Sign Up to like & getrecommendations! Published in 2019 at "Extremes"
DOI: 10.1007/s10687-019-00362-2
Abstract: In risk quantification of extreme events in multiple dimensions, a correct specification of the dependence structure among variables is difficult due to the limited size of effective data. This paper studies the problem of estimating… read more here.
Keywords: quantile estimation; bivariate extreme; extreme value; robust quantile ... See more keywords
Accurate Quantile Estimation for Skewed Data Streams Using Nonlinear Interpolation
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Access"
DOI: 10.1109/access.2018.2837906
Abstract: Quantile estimation is a fundamental method to generate the descriptions of the distribution of data for data management and analysis. Although the investigation and design of efficient quantile estimation algorithm has attracted much study, the… read more here.
Keywords: quantile estimation; data streams; estimation; nonlinear interpolation ... See more keywords