Estimating percentage points by simulation

DOI10.1080/00949658708810985zbMath0606.62044OpenAlexW2033812414MaRDI QIDQ3745063

Daniel Zelterman

Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708810985

zbMATH Keywords

order statisticnormaluniformmean squared errorsquantile estimatorAsymptotic resultsestimating percentage pointsexponential extreme value distributionmultisample estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Stochastic kriging with biased sample estimates ⋮ Parameter estimation in the generalized logistic distribution ⋮ Order statistics of the generalized logistic distribution ⋮ Smooth nonparametric estimation of the quantile function

Cites Work

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• Asymptotic linear prediction of extreme order statistics
• Order statistics of the generalized logistic distribution
• Asymptotically optimum kernels for density estimation at a point
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• A Space-Efficient Recursive Procedure for Estimating a Quantile of an Unknown Distribution
• Tables of Expected Values of Order Statistics and Products of Order Statistics for Samples of Size Twenty and Less from the Normal Distribution
• A Smooth Nonparametric Estimator of a Quantile Function
• A new distribution-free quantile estimator
• A generalized quantile estimator
• On assessing the precision of simulations
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• The Moments of Log-Weibull Order Statistics
• Deficiency

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