Estimation of Non-Unique Quantiles
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Publication:5532115
DOI10.1214/AOMS/1177699527zbMATH Open0152.36907OpenAlexW1974807925MaRDI QIDQ5532115FDOQ5532115
Authors: Dorian Feldman, Howard G. Tucker 
Publication date: 1966
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699527
Cited In (12)
- Asymptotic behavior of central order statistics from stationary processes
- Adjusted empirical likelihood method for quantiles
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics
- Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
- Methoden zur Behandlung von Prognoseproblemen der Personenversicherungsmathematik
- Quantile estimation with adaptive importance sampling
- Rates of almost sure convergence of plug-in estimates for distortion risk measures
- Multilevel Monte Carlo Approximation of Functions
- An asymptotically most bias–stable estimator of location parameter
- Statistical Inference for Expectile‐based Risk Measures
- Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes
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