Estimating a quantile of a symmetric distribution
In this paper, the authors have studied the problem of estimating a quantile of a symmetric distribution for known and unknown center and for small and large samples. For the known center case, they studied the following estimators: the sample quantile, the symmetrized sample quantile, the sample quantile from flipped over data, the Rao-Blackwellized sample quantile, and a nonparametric Bayes estimator using a Dirichlet prior. For the unknown center case, they studied analogues of the first four estimators listed above.
scientific article; zbMATH DE number 3947413
scientific article