Best equivariant nonparametric estimator of a quantile

DOI10.1016/S0167-7152(99)00045-0MaRDI QIDQ1805962zbMATH OpenFDO

Authors Ryszard Zieliński

Publication date 9 April 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(99)00045-0

zbMATH Keywords

equivariant estimatorsMADmedian-unbiased estimatoroptimal estimationquantile estimators

Mathematics Subject Classification ID

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

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Cites work

• A Distribution-Free Median-Unbiased Quantile Estimator
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 4098519 (Why is no real title available?)
• Ranggrößen als Schätzfunktionen
• Smooth nonparametric estimation of the quantile function
• The Bernstein polynomial estimator of a smooth quantile function

Cited in

(14)

• Small-Sample Quantile Estimators in a Large Nonparametric Model
• Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey
• scientific article; zbMATH DE number 40912 (Why is no real title available?)
• A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution
• Pmc-optimal nonparametric quantile estimator
• Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering
• Estimating median and other quantiles in nonparametric models
• Quantile estimation via distribution fitting
• Best invariant and minimax estimation of quantiles in finite populations
• Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
• Sequential estimation of quantiles from delayed observations
• On unbiased optimal \(L\)-statistics quantile estimators
• On stochastic orders of absolute value of order statistics in symmetric distributions
• Estimating events

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