Best equivariant nonparametric estimator of a quantile

DOI10.1016/S0167-7152(99)00045-0zbMath0958.62034MaRDI QIDQ1805962

Ryszard Zieliński

Publication date: 9 April 2001

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

zbMATH Keywords

MADoptimal estimationequivariant estimatorsquantile estimatorsmedian-unbiased estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (9)

A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution ⋮ Pmc-optimal nonparametric quantile estimator ⋮ Sequential estimation of quantiles from delayed observations ⋮ Best invariant and minimax estimation of quantiles in finite populations ⋮ Sharp distribution-free bounds on the bias in estimating quantiles via order statistics ⋮ On stochastic orders of absolute value of order statistics in symmetric distributions ⋮ Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey ⋮ Quantile estimation via distribution fitting ⋮ Small-Sample Quantile Estimators in a Large Nonparametric Model

Cites Work

• Smooth nonparametric estimation of the quantile function
• The Bernstein polynomial estimator of a smooth quantile function
• Ranggrößen als Schätzfunktionen
• A Distribution-Free Median-Unbiased Quantile Estimator
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