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A comparison of quantile estimators

 

作者: Terry Dielman,   Cynthia Lowry,   Roger Pfaffenberger,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1994）
卷期: Volume 23, issue 2  

页码: 355-371

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813175

 

出版商: Marcel Dekker, Inc.

 

关键词: percentile;nonparametric estimation;simulation

 

数据来源: Taylor

 

摘要:

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)

 

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