Interval estimators for ratios of independent quantiles and interquantile ranges

DOI10.1080/03610918.2019.1634814OpenAlexW2954474074MaRDI QIDQ5086366FDOQ5086366

Luke A. Prendergast, Maxwell Cairns, Chandima N. P. G. Arachchige

Publication date: 5 July 2022

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

Full work available at URL: https://arxiv.org/abs/1801.00523

Recommendations

• Quantile interval estimation
• Publication:4488149
• Interval estimation for the Sortino ratio and the Omega ratio
• scientific article; zbMATH DE number 2123871
• Ratio methods to the mean estimation with known quantiles
• Measuring and testing for interval quantile dependence
• Interval Estimates for the Ratio of the Means of Two Normal Populations with Variances Related to the Means
• Q-convergence with interquartile ranges

zbMATH Keywords

asymptotic variancecoverage probabilitypartial influence functions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust Tests for the Equality of Variances
• The Influence Curve and Its Role in Robust Estimation
• Title not available (Why is that?)
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
• Nonparametric Statistical Data Modeling
• Title not available (Why is that?)
• Quantile versions of the Lorenz curve
• A combined test for differences in scale based on the interquantile range
• Title not available (Why is that?)
• Partial influence functions
• Estimating the variance of the sample median
• A Simple and Effective Inequality Measure

Cited In (2)

• Q-convergence with interquartile ranges
• Robust analogs to the coefficient of variation

Uses Software

• shiny
• depthTools

This page was built for publication: Interval estimators for ratios of independent quantiles and interquantile ranges

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086366)