Estimating a quantile of a symmetric distribution
type: Item
instance of: scholarly article
title: Estimating a quantile of a symmetric distribution
zbMATH Open document ID: 0589.62023
author: Arthur Cohen
author: S. H. Lo
author: Kesar Singh
published in: The Annals of Statistics
publication date: 1985-01-01T00:00:00Z
review text: 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.
reviewed by: B.K.Taneja
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 3947413
zbMATH Keywords: Bahadur representation of quantiles
zbMATH Keywords: Hajek's convolution theorems
zbMATH Keywords: Hajek- LeCam minimaxity
zbMATH Keywords: bootstrap
zbMATH Keywords: quantile estimation
zbMATH Keywords: symmetric distribution
zbMATH Keywords: small and large samples
zbMATH Keywords: known center
zbMATH Keywords: sample quantile
zbMATH Keywords: symmetrized sample quantile
zbMATH Keywords: sample quantile from flipped over data
zbMATH Keywords: Rao- Blackwellized sample quantile
zbMATH Keywords: nonparametric Bayes estimator
zbMATH Keywords: Dirichlet prior
zbMATH Keywords: unknown center
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349659
OpenAlex ID: W2075136270
DOI: 10.1214/AOS/1176349659
Recommended article: Estimation of a symmetric distribution
Recommended article: LTD and RTI dependence orderings
Recommended article: Symmetric quantiles and their applications
Recommended article: Estimation of a symmetric density function
Recommended article: Quantile estimation in a generalized asymmetric distributional setting
Recommended article: Estimating a bounded parameter for symmetric distributions
Recommended article: Use of Quasi-Ranges in the Estimation of Scale Parameter of a Symmetric Distribution
Recommended article: Q3349782
Recommended article: Quantile estimation via distribution fitting
description: scientific article; zbMATH DE number 3947413