Sharp distribution-free bounds on the bias in estimating quantiles via order statistics

DOI10.1016/S0167-7152(00)00242-XzbMath1012.62054MaRDI QIDQ5937067

Tomasz Rychlik, Andrzej Okolewski

Publication date: 24 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

order statisticbiasBernstein polynomialgreatest convex minorantquantilesample quantilevariation diminishing property

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Sharp Bounds on the Error in Approximating the Means of Record Statistics by Inverse Hazard Functions ⋮ On the choice of the optimal single order statistic in quantile estimation ⋮ Relations for \(m\)-generalized order statistics via an Opial-type inequality ⋮ On the bias of estimators based on fractional record values

Cites Work

• Unnamed Item
• Uniform strong consistency of sample quantiles
• Projection method for moment bounds on order statistics from restricted families. II: Independent case
• Relations, bounds and approximations for order statistics
• Best equivariant nonparametric estimator of a quantile
• The Bernstein polynomial estimator of a smooth quantile function
• Kernel Quantile Estimators
• A Distribution-Free Median-Unbiased Quantile Estimator
• Inequalities for Linear Combinations of Order Statistics from Restricted Families
• Estimation of Non-Unique Quantiles
• A Modification of Schwarz's Inequality with Applications to Distributions

This page was built for publication: Sharp distribution-free bounds on the bias in estimating quantiles via order statistics