Tail fitting, quantile interpolation [15]

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Bullet points include: Still use ordered observations: But now arrange for observed and expected quantiles to align ‘as closely as possible’, with the favouring specific quantiles, e.g. ones in the tail. I.e. minimise. Meaning to assign to weights and asymptotic properties no longer so obvious

Bullet points include: Still use ordered observations: But now arrange for observed and expected quantiles to align ‘as closely as possible’, with the favouring specific quantiles, e.g. ones in the tail. I.e. minimise. Meaning to assign to weights and asymptotic properties no longer so obvious

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