A New Family of Nonparametric Quantile Estimators

DOI10.1080/03610910701790491MaRDI QIDQ5451144zbMATH OpenOpenAlexFDO

Authors Michael Sfakianakis, Dimitris G. Verginis

Publication date 18 March 2008

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

Full work available at URL https://doi.org/10.1080/03610910701790491

zbMATH Keywords

nonparametricquantilespercentilesorder statisticsestimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Order statistics; empirical distribution functions (62G30)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1228098 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A Smooth Nonparametric Estimator of a Quantile Function
• A generalized quantile estimator
• A new distribution-free quantile estimator
• Comparison of Quantile Estimators in Normal Sampling
• Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
• Estimation of quantiles in certain nonparametric models
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Order Statistics
• Relative deficiency of kernel type estimators of quantiles
• Tables of Expected Values of Order Statistics and Products of Order Statistics for Samples of Size Twenty and Less from the Normal Distribution
• The Exact Bootstrap Mean and Variance of an L-estimator
• VaR is subject to a significant positive bias

Cited in

(12)

• Comparing two independent groups via the lower and upper quantiles
• On a distribution-free quantile estimator.
• Comparing two dependent groups via quantiles
• Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width
• A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
• Modeling long term return distribution and nonparametric market risk estimation
• Sequential design and spatial modeling for portfolio tail risk measurement
• Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
• A new quantile estimator with weights based on a subsampling approach
• A comparison of quantile estimators
• Robustness measures and numerical approximation of the cumulative density function of response surfaces
• Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature

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