Geodesic
Quantile estimation via distribution fitting
Alicja Jokiel-Rokita1 ; Agnieszka Siedlaczek2
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

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
@article{10_4064_am2384_3_2019,
     author = {Alicja Jokiel-Rokita and Agnieszka Siedlaczek},
     title = {Quantile estimation via distribution fitting},
     journal = {Applicationes Mathematicae},
     pages = {283--301},
     publisher = {mathdoc},
     volume = {46},
     number = {2},
     year = {2019},
     doi = {10.4064/am2384-3-2019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am2384-3-2019/}
}
TY  - JOUR
AU  - Alicja Jokiel-Rokita
AU  - Agnieszka Siedlaczek
TI  - Quantile estimation via distribution fitting
JO  - Applicationes Mathematicae
PY  - 2019
SP  - 283
EP  - 301
VL  - 46
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am2384-3-2019/
DO  - 10.4064/am2384-3-2019
LA  - en
ID  - 10_4064_am2384_3_2019
ER  - 
%0 Journal Article
%A Alicja Jokiel-Rokita
%A Agnieszka Siedlaczek
%T Quantile estimation via distribution fitting
%J Applicationes Mathematicae
%D 2019
%P 283-301
%V 46
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am2384-3-2019/
%R 10.4064/am2384-3-2019
%G en
%F 10_4064_am2384_3_2019
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

Cité par Sources :