V******n
发帖数: 881 | 1 How to do extreme quantile estimations based on historical data? no need to
make assumptions on data generation etc, what about high quantiles given one
or many replications? Say we have 100 obs in every sample, can we give the
99 per centile of the parental distribution? What estimator should be used
and what about the error distribution of the estimate? Thank you! | h***t
发帖数: 2540 | |
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