Best exact nonparametric confidence intervals for quantiles

DOI10.1080/02331880412331329854MaRDI QIDQ5317762zbMATH OpenOpenAlexFDO

Authors Wojciech Zieliński, Ryszard Zieliński

Publication date 21 September 2005

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880412331329854

zbMATH Keywords

confidence intervalsquantiles

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Nonparametric asymptotic confidence intervals for extreme quantiles
• Strongly-consistent, distribution-free confidence intervals for quantiles
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics
• Nonparametric confidence intervals for quantiles with randomized nomination sampling
• Exact Non-parametric Confidence Intervals for Quantiles with Progressive Type-II Censoring

Cites work

• A Distribution-Free Median-Unbiased Quantile Estimator
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics

Cited in

(11)

• Strongly-consistent, distribution-free confidence intervals for quantiles
• Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
• Comparison among non parametric prediction intervals of order statistics
• Nonparametric Confidence Intervals and Tolerance Limits Based on Minima and Maxima
• Outer and Inner Confidence Intervals for Finite Population Quantile Intervals
• Confidence and prediction intervals based on interpolated records
• Simultaneous Confidence Intervals for Several Quantiles of an Unknown Distribution
• Nonparametric asymptotic confidence intervals for extreme quantiles
• Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
• Constructive regularization of the random matrix norm
• Confidence intervals for quantiles using generalized lambda distributions

This page was built for publication: Best exact nonparametric confidence intervals for quantiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5317762)