A comparison of quantile estimators

DOI10.1080/03610919408813175zbMath0825.62034OpenAlexW2047748458MaRDI QIDQ4844145

Roger C. Pfaffenberger, Terry E. Dielman, Cynthia A. Lowry

Publication date: 20 August 1995

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813175

zbMATH Keywords

simulationpercentilenonparametric estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (15)

A direct search method for unconstrained quantile-based simulation optimization ⋮ Measures of tail asymmetry for bivariate copulas ⋮ Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap ⋮ Robust optimization with order statistic uncertainty set ⋮ Comparing two dependent groups via quantiles ⋮ Robustness Measures and Numerical Approximation of the Cumulative Density Function of Response Surfaces ⋮ ROC curve estimation based on local smoothing ⋮ Estimating the conditional variance ofY, givenX, in a simple regression model ⋮ Confidence intervals for prediction intervals ⋮ Controlled stratification for quantile estimation ⋮ Comparing two independent groups via the lower and upper quantiles ⋮ Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature ⋮ On risk management problems related to a coherence property ⋮ A quantile-based approach to system selection ⋮ Piecewise Linear Continuous Estimators of the Quantile Function

Uses Software

• IMSL Numerical Libraries
• SAS

Cites Work

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• Descriptive statistics for nonparametric models. II: Location
• Comparison of Quantile Estimators in Normal Sampling
• Approximation Theorems of Mathematical Statistics
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• A new distribution-free quantile estimator
• A generalized quantile estimator
• Nonparametric Statistical Data Modeling
• Order Statistics Estimators of the Location of the Cauchy Distribution
• On Some Useful "Inefficient" Statistics

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