Intriguing Properties of Extreme Geometric Quantiles
Central properties of geometric quantiles have been well-established in the recent statistical literature. In this study, we try to get a grasp of how extreme geometric quantiles behave. Their asymptotics are provided, both in direction and magnitude, under suitable moment conditions, when the norm...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2017-01-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/206 |