Geodesic
Quantile estimation via distribution fitting
Alicja Jokiel-Rokita 1   ; Agnieszka Siedlaczek 2
1 Faculty of Pure and Applied Mathematics Wrocław University of Science and Technology Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland
2 Institute of Mathematics and Computer Science University of Opole Pl. Kopernika 11a 45-040 Opole, Poland
Applicationes Mathematicae, Tome 46 (2019) no. 2, pp. 283-301 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/am2384-3-2019
Keywords: paper focuses nonparametric estimation quantiles based estimators distribution function review known recommended quantile estimators propose which has desired properties quantile estimators consistency asymptotic normality estimators proved estimators considered compared small simulation study

Alicja Jokiel-Rokita  1   ; Agnieszka Siedlaczek  2

1 Faculty of Pure and Applied Mathematics Wrocław University of Science and Technology Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland
2 Institute of Mathematics and Computer Science University of Opole Pl. Kopernika 11a 45-040 Opole, Poland 
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Alicja Jokiel-Rokita; Agnieszka Siedlaczek. Quantile estimation via distribution fitting. Applicationes Mathematicae, Tome 46 (2019) no. 2, pp. 283-301. doi: 10.4064/am2384-3-2019

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