Improved confidence intervals for quantiles

DOI10.1007/s10463-012-0369-6zbMath1440.62151OpenAlexW2167331228MaRDI QIDQ1934477

Yoshihiko Maesono, Spiridon I. Penev

Publication date: 28 January 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0369-6

zbMATH Keywords

confidence intervalquantileEdgeworth expansionkernel quantile estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data ⋮ Weighted allocations, their concomitant-based estimators, and asymptotics

Cites Work

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