Harrell Davis Quantile Estimation

9 ビュー (過去 30 日間)
Paul
Paul 2011 年 8 月 7 日
Does anyone know of an existing implementation of the Harrell Davis (1982) Quantile Estimation method in Matlab? (and can point me to it). I have googled but so far nothing has come up.
ref: http://biomet.oxfordjournals.org/content/69/3/635.short
My intended usage is non parametric quantile based VaR estimates.
Many thanks.

サインインしてこの質問に回答する。

回答 (0 件)

カテゴリ

Help Center および File Exchange で Statics and Dynamics についてさらに検索

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by