# On the Convergence of the ET Method for Extreme Upper Quantile Estimation

1 IS2 - Statistical Inference for Industry and Health
Inria Grenoble - Rhône-Alpes, LBBE - Laboratoire de Biométrie et Biologie Evolutive - UMR 5558
Abstract : We examine the consistency of the Exponential Tail (ET) nonparametric method forestimating extreme quantiles of an unknown distribution. We show that, in general, the consistency of ET imposes strong limitations on the rate of convergence to $0$ of the estimated quantile order.
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Submitted on : Wednesday, May 24, 2006 - 12:28:39 PM
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### Identifiers

• HAL Id : inria-00073300, version 1

### Citation

Stéphane Girard, Jean Diebolt. On the Convergence of the ET Method for Extreme Upper Quantile Estimation. RR-3389, INRIA. 1998. ⟨inria-00073300⟩

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