Quantile estimation via distribution fitting

6533b857fe1ef96bd12b4ec7

RESEARCH PRODUCT

Quantile estimation via distribution fitting

Agnieszka Siedlaczek Alicja Jokiel-rokita

subject

Estimation Applied Mathematics Statistics Distribution fitting Mathematics Quantile

description

This paper focuses on nonparametric estimation of quantiles, based on estimators of the distribution function. We review some known and recommended quantile estimators and propose a new one, which has all the desired properties of quantile estimators. The consistency and asymptotic normality of the estimators is proved. The estimators considered are compared in a small simulation study.

year	journal	country	edition	language
2019-01-01	Applicationes Mathematicae

https://doi.org/10.4064/am2384-3-2019

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