Some Asymptotic Regimes for Quantile Estimation
Résumé
The paper examines the relative errors (REs) of quantile estimators of various stochastic models under different asymptotic regimes. Depending on the particular limit considered and the Monte Carlo method applied, the RE may be vanishing, bounded, or unbounded. We provide examples of these possibilities.
Domaines
Statistiques [math.ST]| Origine | Fichiers produits par l'(les) auteur(s) |
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