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Metrika

, Volume 31, Issue 1, pp 99–113 | Cite as

Natural α-quantiles and conditional α-quantiles

  • D. Landers
  • L. Rogge
Publication
  • 26 Downloads

Summary

In general the α-quantile of a random variable is not uniquely determined. It is the aim of this paper to suggest a limit process for chosing exactly one α-quantile. Moreover a natural choice of a conditional α-quantile is suggested.

Keywords

Conditional Median Convex Function Probability Space Natural Choice Regular Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Physica-Verlag 1984

Authors and Affiliations

  • D. Landers
    • 1
  • L. Rogge
    • 2
  1. 1.Mathematisches Institut der Universität KölnKöln 41
  2. 2.Universität-Gesamthochschule DuisburgDuisburg

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