Estimation of upper quantiles under model and parameter uncertainty

Computational Statistics and Data Analysis

Volumn 39, Issue 4, 2002, Pages 529-554

  Modarres, Reza ^a   Nayak, Tapan K ^a   Gastwirth, Joseph L ^a  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Likelihood; Log symmetric; Model selection; Model uncertainty; Monte Carlo simulation; Parameter uncertainty; Quantile estimation; Tail exponential

Indexed keywords

COMPUTER SIMULATION; ERROR DETECTION; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION;

SKEWED DISTRIBUTION;

DATA REDUCTION;

UNCERTAINTY ANALYSIS;

EID: 0037189338     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00094-9     Document Type: Article

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