A level crossing quantile estimation method

DOI10.1016/S0167-7152(99)00049-8zbMATH Open0951.62026OpenAlexW1995674413MaRDI QIDQ1807830FDOQ1807830

Authors: Mei-Ling Huang, Percy H. Brill 

Publication date: 27 December 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00049-8

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zbMATH Keywords

order statisticssample quantileskernel quantile estimationlevel crossing empirical distribution functionregular L-estimatorsweighted L-estimators

Mathematics Subject Classification ID

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

Cites Work

• A Probability Distribution and Its Uses in Fitting Data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Relative deficiency of kernel type estimators of quantiles
• A Smooth Nonparametric Estimator of a Quantile Function
• Title not available (Why is that?)

Cited In (5)

• On a distribution-free quantile estimator.
• A distribution estimation method based on level crossings
• Small-Sample Quantile Estimators in a Large Nonparametric Model
• Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data
• Quantile estimation via distribution fitting

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