quantile


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quantile

(ˈkwɒntaɪl)
n
(Statistics) statistics each of any set of values of a variate which divide a frequency distribution into equal groupings, each containing the same percentage of the total population
Translations
cuantil
References in periodicals archive ?
First quantile included top 20% of programs, which were strong and with potential for growth.
Such a frequency distribution which was capable of giving reasonable quantile estimates even though future data values might come from a different distribution than the fitted distribution.
BANKING AND CREDIT NEWS-February 10, 2017-AcadiaSoft, Quantile complete risk reduction exercises
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Medina et al (4) extended the Freese method when the model has CB in its predictions: hypothesis tests and maximum anticipated error for the alternative proposal, and the confidence interval for a quantile of the error distribution.
Quantile regression proposed by Koenker and Bassett (1978) will be used to account for this bias by separating the unobserved heterogeneity.
VaR is simply a quantile of the loss or profit distribution (in this paper ,we only focus on the loss distribution) of a given asset portfolio over a prescribed holding period from a mathematical viewpoint.
using Ordinary Least Square (OLS) and Quantile Regression (QR).
Originality/value--The model developed in this paper is original; the authors add distributional assumptions to derive the optimal quantile with SDEA to remove outliers.
To quantify the rarity of the rainfall amounts that fell during the event, they performed quantile regressions of daily springtime precipitation for the period 1950-2014.
Associations with air pollution can be estimated for individuals at different percentiles of the outcome distribution using quantile regression.