Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153244 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
Intermediate quantiles play an important role in the statistics of extremes with particular applications in risk management. For interval estimation of quantiles, Chen and Hall (1993) proposed the so-called smoothed empirical likelihood method. In this paper, we apply the method in Chen and Hall (1993) to construct confidence intervals for an intermediate quantile by deriving the corresponding Wilks Theorem.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhouping Li, Yun Gong, Liang Peng,