Harrell Davis Quantile Estimation

7 Ag. 2011
0 Respuestas
8 Visualizaciones (30 días)

0 votos

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.

Iniciar sesión para responder a esta pregunta.

Respuestas (0)

Categorías

Más información sobre Google en Centro de ayuda y File Exchange.

Etiquetas

Preguntada:

Paul
Paul
el 7 de Ag. de 2011

Community Treasure Hunt

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

Start Hunting!

Translated by