Estimating percentage points by simulation

DOI10.1080/00949658708810985MaRDI QIDQ3745063zbMATH OpenOpenAlexFDO

Authors Daniel Zelterman

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/00949658708810985

zbMATH Keywords

order statisticuniformnormalmean squared errorsquantile estimatorAsymptotic resultsestimating percentage pointsexponential extreme value distributionmultisample estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• On Assessing the Precision of Simulation Estimates of Percentile Points
• scientific article; zbMATH DE number 3949506
• A comparison of quantile estimators
• Considerations for Effective Simulation Study Analysis
• Comparison of Quantile Estimators in Normal Sampling

Cites work

• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• A Smooth Nonparametric Estimator of a Quantile Function
• A Space-Efficient Recursive Procedure for Estimating a Quantile of an Unknown Distribution
• A generalized quantile estimator
• A new distribution-free quantile estimator
• Asymptotic linear prediction of extreme order statistics
• Asymptotically optimum kernels for density estimation at a point
• Deficiency
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• On assessing the precision of simulations
• Order statistics of the generalized logistic distribution
• Tables of Expected Values of Order Statistics and Products of Order Statistics for Samples of Size Twenty and Less from the Normal Distribution
• The Moments of Log-Weibull Order Statistics
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(8)

• A Fixed Point Method for Finding Percentage Points
• On Assessing the Precision of Simulation Estimates of Percentile Points
• Estimation of the fifth percentile using a subset of order statistics
• Parameter estimation in the generalized logistic distribution
• Stochastic kriging with biased sample estimates
• Order statistics of the generalized logistic distribution
• Mean regression model for type I generalized logistic distribution with a QLB algorithm
• Smooth nonparametric estimation of the quantile function

This page was built for publication: Estimating percentage points by simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3745063)