Estimating a quantile of a symmetric distribution
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Publication:1074268
DOI10.1214/aos/1176349659zbMath0589.62023MaRDI QIDQ1074268
Arthur Cohen, Kesar Singh, Shaw-Hwa Lo
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349659
bootstrap; Dirichlet prior; sample quantile; quantile estimation; symmetric distribution; Bahadur representation of quantiles; Hajek- LeCam minimaxity; Hajek's convolution theorems; known center; nonparametric Bayes estimator; Rao- Blackwellized sample quantile; sample quantile from flipped over data; small and large samples; symmetrized sample quantile; unknown center
62F12: Asymptotic properties of parametric estimators
62G05: Nonparametric estimation
62F10: Point estimation