11
Views
0
CrossRef citations to date
0
Altmetric
Comments, Conjectures and Conclusions

C291. Estimating quantiles by simulation: a brownian motion example

Pages 266-272 | Published online: 20 Mar 2007

References

  • Chandra M. Singpurwalla N. D. Stephens M. A. Goodness-of-fit tests for the Weibull and the extreme value distributions with estimated parameters, Technical Report, Department of Statistics, Stanford University.
  • Chandra , M. , Singpurwalla , N. D. and Stephens , M. A. 1981 . Kolmogorov statistics for tests of fit for the extreme value and Weibull distributions . J. Amer. Statist. Assoc , 76 : 729 – 731 .
  • Chandra , M. , Singpurwalla , N. D. and Stephens , M. A. 1983 . Some problems in simulating the quantiles of the maxima and other functionals of Gaussian processes . J. Statist. Comput. Simul , 18 : 45 – 57 .
  • Durbin , J. 1973 . Weak convergence of the sample distribution function when parameters are estimated . Ann. Statist , 1 : 279 – 290 .
  • Harris C. M. Estimating quantiles by simulation Center for Computational Statistics and Probability Technical Report No. 3 orge Mason University Fairfax, VA 1986
  • Serfling , R. J. and Wood , C. L. 1976 . On the null hypothesis limiting distributions of Kolmogorov-Smirnov type statistics with estimated location and scale parameters , Tallahassee, FL : Florida State University .
  • Siegmund D. Corrected diffusion approximation in certain random walk problems Technical Report No. 4 Department of Statistics, Stanford University Stanford, CA 1978
  • Wood , C. L. 1978 . A large sample Kolmogorov-Smirnov test for normality of experiment error in a randomized block design . Biometrika , 65 : 673 – 676 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.