Extension of the harrell-davis quantile estimator to finite populations

DOI10.1080/03610928908829938zbMATH Open0696.62130OpenAlexW2059257118MaRDI QIDQ3473115FDOQ3473115

Authors: Paul Stewart 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610928908829938

Recommendations

• Some improved estimators of finite population quantile using auxiliary information in sample surveys
• Improving ratio-type quantile estimates in a finite population
• scientific article; zbMATH DE number 7599147
• On a distribution-free quantile estimator.
• Asymptotic properties of sample quantiles from a finite population

zbMATH Keywords

quantilemedianmean square errororder statisticsfinite populationsampling without replacement

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Cites Work

• A new distribution-free quantile estimator
• A generalized quantile estimator
• Lower bounds for confidence coefficients for confidence intervals for finite population quantiles
• Quantile interval estimation

Cited In (3)

• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• Subsampling quantile estimators and uniformity criteria
• Asymptotic equivalence of the harrell-davis median estimator and the sample median

Uses Software

• SAS

This page was built for publication: Extension of the harrell-davis quantile estimator to finite populations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473115)