A generalized quantile estimator

DOI10.1080/03610926208828383MaRDI QIDQ3965411zbMATH OpenOpenAlexFDO

Authors W. D. Kaigh, Peter A. Lachenbruch

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926208828383

zbMATH Keywords

asymptotic normalitybiased estimationcontinuous populationcoverage probabilitiesgeneralized quantile estimatorgeneralized sample quantileL estimatorlinear combination of order statisticsmean squared errorMonte Carlo studiesU-statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• An approximate method for generating asymmetric random variables
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Deficiency
• Estimation of quantiles in certain nonparametric models
• Estimation of several characteristics of distributions of order statistics
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• Linear Functions of Order Statistics

Cited in

(32)

• Estimating the quantile function by Bernstein polynomials
• Unified estimators of smooth quantile and quantile density functions
• The Bernstein polynomial estimator of a smooth quantile function
• Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
• A direct search method for unconstrained quantile-based simulation optimization
• Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
• A smooth nonparametric quantile estimator for IFR distributions
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• Extension of the harrell-davis quantile estimator to finite populations
• Detection of symmetry or lack of 11 and applications
• Characterizations and o-statistic representations of lu-statistics
• Quantile interval estimation
• Estimating percentage points by simulation
• A generalized quantile estimator under censoring
• Estimation and Testing of Hypotheses about the Quantile Function of the Normal Distribution
• O-statistics and their applications
• Improved distribution quantile estimation
• A smoothing stochastic algorithm for quantile estimation
• Subsampling quantile estimators and uniformity criteria
• A note on quantile estimation by the kernel method
• A New Class of Distribution-Free Tests for Location Parameters
• A comparison of quantile estimators
• A comparison of the box-cox transformation method and nonparametric methods for estimating quantiles in clinical data with repeated measures
• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• A New Family of Nonparametric Quantile Estimators
• Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
• A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
• Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
• Enhancing quantile function estimation with beta-kernel smoothing
• Optimal bounds on the bias of the quantile estimators based on selected L -statistics
• An exact bootstrap-based bandwidth selection rule for kernel quantile estimators
• Smooth nonparametric estimation of the quantile function

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