Two chain-transformations and their applications to quantiles

Two chain-transformations and their applications to quantiles

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Article ID: iaor1999488
Country: United Kingdom
Volume: 34
Issue: 4
Start Page Number: 882
End Page Number: 897
Publication Date: Dec 1997
Journal: Journal of Applied Probability
Authors: , ,
Abstract:

We describe two chain-transformations which explain and extend identities for order statistics and quantiles proved by Wendel, Port and, more recently, by Dassios.

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