Extension of the harrell-davis quantile estimator to finite populations

DOI10.1080/03610928908829938MaRDI QIDQ3473115zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

quantilemedianmean square errororder statisticsfinite populationsampling without replacement

Mathematics Subject Classification ID

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

Recommendations

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

Cites work

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

Cited in

(3)

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

Describes a project that uses

Uses Software

• SAS

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