Estimation of Non-Unique Quantiles

DOI10.1214/AOMS/1177699527MaRDI QIDQ5532115zbMATH OpenOpenAlexFDO

Authors Dorian Feldman, Howard G. Tucker

Publication date 1966

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177699527

zbMATH Keywords

statistics

Cited in

(12)

• Adjusted empirical likelihood method for quantiles
• Quantile estimation with adaptive importance sampling
• Asymptotic behavior of central order statistics from stationary processes
• Saddlepoint Approximation for Sample Quantiles with Some Applications
• Methoden zur Behandlung von Prognoseproblemen der Personenversicherungsmathematik
• An asymptotically most bias–stable estimator of location parameter
• Multilevel Monte Carlo approximation of functions
• A multifidelity quantile-based approach for confidence sets of random excursion sets with application to ice-sheet dynamics
• Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes
• Statistical inference for expectile-based risk measures
• Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
• Rates of almost sure convergence of plug-in estimates for distortion risk measures

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