Improved confidence intervals for quantiles
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Publication:1934477
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
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)
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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
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