Comparing two independent groups via the lower and upper quantiles

DOI10.1080/00949655.2012.754026MaRDI QIDQ5220006zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox, David M. Erceg-Hurn, Florence Clark, Michael Carlson

Publication date 9 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.754026

zbMATH Keywords

bootstrap methodsDoksum-Sievers methodHarrell-Davis estimatortied valueswell elderly study

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Recommendations

• Comparing two dependent groups via quantiles
• Global comparisons of medians and other quantiles in a one-way design when there are tied values
• Comparing medians
• Some Results on Comparing the Quantiles of Dependent Groups
• Pairwise comparisons of dependent groups based on medians

Cites work

• A comparison of quantile estimators
• A new distribution-free quantile estimator
• A New Family of Nonparametric Quantile Estimators
• A sharper Bonferroni procedure for multiple tests of significance
• Comparing medians
• Comparison of Quantile Estimators in Normal Sampling
• Inference on the Quantile Regression Process
• Introduction to robust estimation and hypothesis testing
• Kernel Quantile Estimators
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• Plotting with confidence: Graphical comparisons of two populations
• Regression Quantiles

Cited in

(13)

• Some Results on Comparing the Quantiles of Dependent Groups
• Comparing distributions of item responses for two groups
• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• Comparing two dependent groups via quantiles
• Global comparisons of medians and other quantiles in a one-way design when there are tied values
• A new quantile estimator with weights based on a subsampling approach
• Theoretical considerations when simulating data from the g‐and‐h family of distributions
• Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
• Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
• Conditional validity of heteroskedastic conformal regression
• An exact bootstrap-based bandwidth selection rule for kernel quantile estimators
• Quantile-based classification trees for ordinal responses
• Pairwise comparisons of dependent groups based on medians

Describes a project that uses

Uses Software

• WRS2

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