Extension of the harrell-davis quantile estimator to finite populations

DOI10.1080/03610928908829938zbMath0696.62130OpenAlexW2059257118MaRDI QIDQ3473115

Paul Stewart

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829938

zbMATH Keywords

order statisticsmedianfinite populationmean square errorquantilesampling without replacement

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Related Items

Subsampling quantile estimators and uniformity criteria ⋮ Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap

Uses Software

• SAS

Cites Work

• Lower bounds for confidence coefficients for confidence intervals for finite population quantiles
• Quantile interval estimation
• A new distribution-free quantile estimator
• A generalized quantile estimator