Estimating a quantile of a symmetric distribution (Q1074268)

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Estimating a quantile of a symmetric distribution
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    Estimating a quantile of a symmetric distribution (English)
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    1985
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    In this paper, the authors have studied the problem of estimating a quantile of a symmetric distribution for known and unknown center and for small and large samples. For the known center case, they studied the following estimators: the sample quantile, the symmetrized sample quantile, the sample quantile from flipped over data, the Rao-Blackwellized sample quantile, and a nonparametric Bayes estimator using a Dirichlet prior. For the unknown center case, they studied analogues of the first four estimators listed above.
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    Bahadur representation of quantiles
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    Hajek's convolution theorems
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    Hajek- LeCam minimaxity
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    bootstrap
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    quantile estimation
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    symmetric distribution
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    small and large samples
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    known center
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    sample quantile
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    symmetrized sample quantile
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    sample quantile from flipped over data
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    Rao- Blackwellized sample quantile
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    nonparametric Bayes estimator
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    Dirichlet prior
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    unknown center
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