Strongly-consistent, distribution-free confidence intervals for quantiles

DOI10.1016/0167-7152(95)00154-9MaRDI QIDQ1126126zbMATH OpenOpenAlexFDO

Authors David Gilat, Theodore P. Hill

Publication date 8 December 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://digitalcommons.calpoly.edu/cgi/viewcontent.cgi?article=1044&context=rgp_rsr

zbMATH Keywords

distribution-free confidence intervalsempirical distribution functionone-sided strong laws of large numbersorder statisticsquantile estimatorsquantile intervalsquantiles

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 4176244 (Why is no real title available?)
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3820918 (Why is no real title available?)
• Linear functions of order statistics with smooth weight functions
• One-sided refinements of the strong law of large numbers and the Glivenko-Cantelli theorem

Cited in

(12)

• On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
• Sequential confidence intervals for quantiles
• Quantiles, Conditional Quantiles, Confidence Quantiles for p, Logodds(p)
• scientific article; zbMATH DE number 3949504 (Why is no real title available?)
• Konfidenzintervalle für Quantite und Werte der Verteilungsfunktion normalverteilter Zufallsvariablen
• Alternative empirical distributions based on weighted linear combinations of order statistics
• On the distribution-free confidence intervals and universal bounds for quantiles based on joint records
• Calibrated interpolated confidence intervals for population quantiles
• Best exact nonparametric confidence intervals for quantiles
• Discrete quantile estimation
• A note on Woodruff confidence intervals for quantiles
• Correction to ‘Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles’

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