Best equivariant nonparametric estimator of a quantile

DOI10.1016/S0167-7152(99)00045-0zbMath0958.62034MaRDI QIDQ1805962

Ryszard Zieliński

Publication date: 9 April 2001

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

zbMATH Keywords

MAD; optimal estimation; equivariant estimators; quantile estimators; median-unbiased estimator

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62G30: Order statistics; empirical distribution functions

Related Items

A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution, Pmc-optimal nonparametric quantile estimator, Quantile estimation via distribution fitting, Sharp distribution-free bounds on the bias in estimating quantiles via order statistics, Sequential estimation of quantiles from delayed observations, Best invariant and minimax estimation of quantiles in finite populations, On stochastic orders of absolute value of order statistics in symmetric distributions, Small-Sample Quantile Estimators in a Large Nonparametric Model, Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey

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