Comparison of Quantile Estimators in Normal Sampling

DOI10.2307/2531649MaRDI QIDQ3201327zbMATH OpenOpenAlexFDO

Authors Rudolph S. Parrish

Publication date 1990

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2531649

zbMATH Keywords

nonparametric quantile estimatorsnormal order statisticspercentilequantilesmall-sample performance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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• Estimating the conditional variance ofY, givenX, in a simple regression model
• Confidence intervals for prediction intervals
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• Small Sample Quantile Estimation of the Normal Distribution Using Optimal Order Statistics
• Best Linear Unbiased Estimators for Normal Distribution Quantiles for Sample Sizes up to 20
• Estimating percentage points by simulation
• An Alternative Derivation of Asymptotic Normality for Sample Quantiles
• Comparing Biweight Measures of Location in the Two-Sample Problem
• Quantile Estimation From Repeated Measurements
• 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
• Simultaneous inference for several quantiles of a normal population with applications
• Detection of atypical elements by transforming task to supervised form
• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• Comparing two dependent groups via quantiles
• Comparing two independent groups via the lower and upper quantiles
• Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
• Quantile estimation via distribution fitting
• New tables of coefficients and percentage points for thewtest for normality
• A New Family of Nonparametric Quantile Estimators
• Piecewise Linear Continuous Estimators of the Quantile Function
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• On the choice of the optimal single order statistic in quantile estimation
• Smoothed empirical likelihood for the difference of two quantiles with the paired sample
• Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
• A bootstrap-based bandwidth selection rule for kernel quantile estimators
• An exact bootstrap-based bandwidth selection rule for kernel quantile estimators
• On the comparison of estimators in a rectangular distribution

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