semipar.quantile: Semiparametric estimate of quantiles of the main population

Description Usage Arguments Value

Description

Semiparametric estimate of quantiles of the main population

Usage

1
semipar.quantile(main.sample, background.sample, quantiles, threshold = NULL)

Arguments

main.sample

the sample of interest

background.sample

a (usually large) background sample used to stabilize tail inference

quantiles

numeric vector of probabilities with values in [0,1].

threshold

threshold defining the beginning of the tail (selected automatically if not specified)

Value

Plug-in estimates of the specified quantiles for the main sample of interest.


swager/semipartail documentation built on May 30, 2019, 9:33 p.m.