A comparison of quantile estimators

DOI10.1080/03610919408813175MaRDI QIDQ4844145zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman, Cynthia A. Lowry, Roger C. Pfaffenberger

Publication date 20 August 1995

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919408813175

zbMATH Keywords

nonparametric estimationsimulationpercentile

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Comparison of Quantile Estimators in Normal Sampling
• Quantile estimation via distribution fitting
• A New Family of Nonparametric Quantile Estimators
• Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey
• Quantile interval estimation

Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• A generalized quantile estimator
• A new distribution-free quantile estimator
• Approximation Theorems of Mathematical Statistics
• Comparison of Quantile Estimators in Normal Sampling
• Descriptive statistics for nonparametric models. II: Location
• Nonparametric Statistical Data Modeling
• On Some Useful "Inefficient" Statistics
• Order Statistics Estimators of the Location of the Cauchy Distribution
• Parameter and Quantile Estimation for the Generalized Pareto Distribution

Cited in

(25)

• Comparing two independent groups via the lower and upper quantiles
• On risk management problems related to a coherence property
• Comparing two dependent groups via quantiles
• Quantile estimation and the statistical relative efficiency curve
• Comparing conditional quantile curves
• Low-storage quantile estimation
• Some Results on Comparing the Quantiles of Dependent Groups
• Confidence intervals for prediction intervals
• Measures of tail asymmetry for bivariate copulas
• Some practical and theoretical issues related to the quantile estimators
• On the comparison of estimators in a rectangular distribution
• Piecewise Linear Continuous Estimators of the Quantile Function
• A quantile-based approach to system selection
• Controlled stratification for quantile estimation
• Quantile estimation via distribution fitting
• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• Estimating percentage points by simulation
• ROC curve estimation based on local smoothing
• Estimating the conditional variance ofY, givenX, in a simple regression model
• A direct search method for unconstrained quantile-based simulation optimization
• Robust optimization with order statistic uncertainty set
• A New Family of Nonparametric Quantile Estimators
• Robustness measures and numerical approximation of the cumulative density function of response surfaces
• Comparison of Quantile Estimators in Normal Sampling
• Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature

Describes a project that uses

Uses Software

• IMSL Numerical Libraries
• SAS

This page was built for publication: A comparison of quantile estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844145)