A comparison of quantile estimators
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 23 (2) , 355-371
- https://doi.org/10.1080/03610919408813175
Abstract
Ten nonparametric estimators of quantiles are compared in small samples by Monte Carlo simulation methods. The estimators are compared by using properties such as mean square error and mean absolute deviation. Nine distributions are used for the comparisons and include long-tailed distributions (e.g., Laplace), short-tailed distributions (e.g., uniform), and skewed distributions (e.g., exponential)Keywords
This publication has 14 references indexed in Scilit:
- A comparison of quantile estimatorsCommunications in Statistics - Simulation and Computation, 1994
- A survey and comparison of methods for estimating extreme right tail-area quantilesCommunications in Statistics - Theory and Methods, 1991
- Parameter and Quantile Estimation for the Generalized Pareto DistributionTechnometrics, 1987
- On the Accuracy of Simulated Percentage PointsJournal of the American Statistical Association, 1983
- Theory of Point EstimationPublished by Springer Nature ,1983
- A new distribution-free quantile estimatorBiometrika, 1982
- A generalized quantile estimatorCommunications in Statistics - Theory and Methods, 1982
- Descriptive Statistics for Nonparametric Models II. LocationThe Annals of Statistics, 1975
- Order Statistics Estimators of the Location of the Cauchy DistributionJournal of the American Statistical Association, 1966
- Natural inheritancePublished by Biodiversity Heritage Library ,1889