An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage

DOI10.1080/03610926.2013.775304zbMath1329.62239OpenAlexW2056801822WikidataQ38644838 ScholiaQ38644838MaRDI QIDQ3462356

Lai Wei, Dongliang Wang, Alan D. Hutson

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4768491

zbMATH Keywords

characteristic functioninversion theoremsmoothed bootstrapdirect density estimationtail extrapolation

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (3)

A kernel nonparametric quantile estimator for right-censored competing risks data ⋮ Recovery of quantile and quantile density function using the frequency moments ⋮ On some smooth estimators of the quantile function for a stationary associated process

Cites Work

• Direct density estimation of \(L\)-estimates via characteristic functions with applications
• Relative deficiency of kernel type estimators of quantiles
• Bootstrapping statistical functionals
• Asymmetric quasimedians: Remarks on an anomaly
• Unified estimators of smooth quantile and quantile density functions
• Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
• Iterated smoothed bootstrap confidence intervals for population quantiles
• A simple hermitian estimator of the quantile mjnction
• Bootstrap MISE Estimators to Obtain Bandwidth for Kernel Density Estimation
• The bootstrap: To smooth or not to smooth?
• A new distribution-free quantile estimator
• A generalized quantile estimator
• Optimal choice between parametric and non-parametric bootstrap estimates
• A composite quantile function estimator with applications in bootstrapping
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• The Exact Bootstrap Mean and Variance of an L-estimator
• Order statistics in simulation

This page was built for publication: An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage