TY - JOUR AU - Stanojević, J. PY - 2016 TI - On estimation of high quantiles for certain classes of distributions JF - Yugoslav Journal of Operations Research; Vol 25 No 2 (2015): Vol. 25 No. 2 KW - N2 - We investigate the rate of convergence of the direct-simulation estimator xp(n) of a large quantile xp of the Pareto and Gamma distributions. The upper bound of the probability P{|xp(n) - xp| ≥ ε} is determined. UR - http://yujor.fon.bg.ac.rs/index.php/yujor/article/view?path=