An investigation of quantile function estimators relative to quantile confidence interval coverage

DOI10.1080/03610926.2013.775304MaRDI QIDQ3462356zbMATH OpenOpenAlexWikidataFDO

Authors Lai Wei, Dongliang Wang, Alan D. Hutson

Publication date 5 January 2016

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

Full work available at URL http://europepmc.org/articles/pmc4768491

zbMATH Keywords

characteristic functiondirect density estimationinversion theoremsmoothed bootstraptail extrapolation

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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Cites work

• A composite quantile function estimator with applications in bootstrapping
• A generalized quantile estimator
• A new distribution-free quantile estimator
• A simple hermitian estimator of the quantile mjnction
• Asymmetric quasimedians: Remarks on an anomaly
• Bootstrap MISE estimators to obtain bandwidth for kernel density estimation
• Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
• Bootstrapping statistical functionals
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• Direct density estimation of \(L\)-estimates via characteristic functions with applications
• Iterated smoothed bootstrap confidence intervals for population quantiles
• Optimal choice between parametric and non-parametric bootstrap estimates
• Order statistics in simulation
• Relative deficiency of kernel type estimators of quantiles
• The bootstrap: To smooth or not to smooth?
• The Exact Bootstrap Mean and Variance of an L-estimator
• Unified estimators of smooth quantile and quantile density functions

Cited in

(5)

• Recovery of quantile and quantile density function using the frequency moments
• On some smooth estimators of the quantile function for a stationary associated process
• scientific article; zbMATH DE number 7339369 (Why is no real title available?)
• A kernel nonparametric quantile estimator for right-censored competing risks data
• On some non parametric estimators of the quantile density function for a stationary associated process

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