| 11. | Mathematically, the PaR is the quantile of the profit distribution of a portfolio.
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| 12. | The differential entropy of a distribution can be defined in terms of its quantile density, specifically:
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| 13. | The VaR risk metric summarizes the quantile, a point with a specified probability of greater losses.
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| 14. | If the Q Q plot is based on data, there are multiple quantile estimators in use.
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| 15. | The quantile function can be expressed in a closed-form expressions using the Lambert W function:
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| 16. | Quantile functions may also be characterized as solutions of non-linear ordinary and partial differential equations.
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| 17. | When is an integer, the-th smallest of the values,, is the quantile estimate.
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| 18. | The mathematical forms arising from quantile regression are distinct from those arising in the method of least squares.
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| 19. | Expected shortfall is a portfolio value given that a loss is occurring at or below the q-quantile.
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| 20. | A normal quantile plot is commonly used to assess the fit of a data set to a normal population.
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