On unbiased optimal \(L\)-statistics quantile estimators

DOI10.1016/j.spl.2012.05.027zbMath1312.62059OpenAlexW2040154340MaRDI QIDQ712512

Ling-Wei Li, Chun-Hung Chen, Bo Guo, Loo Hay Lee

Publication date: 17 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.027

zbMATH Keywords

best linear unbiased estimator\(L\)-statisticslocation-scale distributionsunbiased quantile estimator

Mathematics Subject Classification ID

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

Cites Work

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• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
• Relations for moments of progressively type-II censored order statistics from half-logistic distribution with applications to inference
• Order statistics: applications
• Linear models. Least squares and alternatives.
• Linear Model Methodology
• Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey

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