Estimating median and other quantiles in nonparametric models

• Autorzy: Ryszard Zieliński
• Języki publikacji: EN

Abstrakty

EN

Though widely accepted, in nonparametric models admitting asymmetric distributions the sample median, if n=2k, may be a poor estimator of the population median. Shortcomings of estimators which are not equivariant are presented.

Słowa kluczowe

EN

estimation; quantiles; median

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1995-1996
• Tom: 23
• Numer: 3
• Strony: 363-370

Daty

wydano

1995

otrzymano

1995-05-18

Twórcy

autor

Ryszard Zieliński

• Institute of Mathematics, Polish Academy of Sciences, P.O. Box 137, 00-950 Warszawa, Poland

Bibliografia

• P. J. Bickel and K. A. Doksum (1977), Mathematical Statistics. Basic Ideas and Selected Topics, Holden-Day.
• B. M. Brown (1985), Median estimates and sign tests, in: Encyclopedia of Statistical Sciences, Vol. 5, Wiley.
• C. E. Davis and S. M. Steinberg (1985), Quantile estimation, in: Encyclopedia of Statistical Sciences, Vol. 7, Wiley.
• S. T. Gross (1985), Median estimation, inverse, in: Encyclopedia of Statistical Sciences, Vol. 5, Wiley.
• F. E. Harrell and C. E. Davis (1982), A new distribution-free quantile estimator, Biometrika 69, 635-640.
• W. D. Kaigh and P. A. Lachenbruch (1982), A generalized quantile estimator, Comm. Statist. Theory Methods 11, 2217-2238.
• E. L. Lehmann (1983), Theory of Point Estimation, Wiley.
• W. Uhlmann (1963), Ranggrössen als Schätzfunktionen, Metrika 7 (1), 23-40.
• R. Zieliński (1988), A distribution-free median-unbiased quantile estimator, Statistics 19 (2), 223-227.