Small-Sample Quantile Estimators in a Large Nonparametric Model
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Publication:3424155
DOI10.1080/03610920600692656zbMath1106.62034OpenAlexW2007315218MaRDI QIDQ3424155
Publication date: 15 February 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600692656
biasmean square erroroptimal estimation\(L\)-statisticsBernstein polynomial estimatorHarrell--Davis estimatorKaigh--Lachenbruch estimator
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Related Items (3)
Modeling Persistent Trends in Distributions ⋮ Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey ⋮ Quantile estimation via distribution fitting
Cites Work
- Best equivariant nonparametric estimator of a quantile
- A level crossing quantile estimation method
- The Bernstein polynomial estimator of a smooth quantile function
- Ranggrößen als Schätzfunktionen
- Quantile interval estimation
- A Distribution-Free Median-Unbiased Quantile Estimator
- A new distribution-free quantile estimator
- Subsampling quantile estimators and uniformity criteria
- Pmc-optimal nonparametric quantile estimator
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