Estimating median and other quantiles in nonparametric models

Ryszard Zieliński

Applicationes Mathematicae (1995)

  • Volume: 23, Issue: 3, page 363-370
  • ISSN: 1233-7234

Abstract

top
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.

How to cite

top

Zieliński, Ryszard. "Estimating median and other quantiles in nonparametric models." Applicationes Mathematicae 23.3 (1995): 363-370. <http://eudml.org/doc/219138>.

@article{Zieliński1995,
abstract = {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.},
author = {Zieliński, Ryszard},
journal = {Applicationes Mathematicae},
keywords = {estimation; quantiles; median; sample median; population median},
language = {eng},
number = {3},
pages = {363-370},
title = {Estimating median and other quantiles in nonparametric models},
url = {http://eudml.org/doc/219138},
volume = {23},
year = {1995},
}

TY - JOUR
AU - Zieliński, Ryszard
TI - Estimating median and other quantiles in nonparametric models
JO - Applicationes Mathematicae
PY - 1995
VL - 23
IS - 3
SP - 363
EP - 370
AB - 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.
LA - eng
KW - estimation; quantiles; median; sample median; population median
UR - http://eudml.org/doc/219138
ER -

References

top
  1. P. J. Bickel and K. A. Doksum (1977), Mathematical Statistics. Basic Ideas and Selected Topics, Holden-Day. Zbl0403.62001
  2. B. M. Brown (1985), Median estimates and sign tests, in: Encyclopedia of Statistical Sciences, Vol. 5, Wiley. 
  3. C. E. Davis and S. M. Steinberg (1985), Quantile estimation, in: Encyclopedia of Statistical Sciences, Vol. 7, Wiley. 
  4. S. T. Gross (1985), Median estimation, inverse, in: Encyclopedia of Statistical Sciences, Vol. 5, Wiley. 
  5. F. E. Harrell and C. E. Davis (1982), A new distribution-free quantile estimator, Biometrika 69, 635-640. Zbl0493.62038
  6. W. D. Kaigh and P. A. Lachenbruch (1982), A generalized quantile estimator, Comm. Statist. Theory Methods 11, 2217-2238. Zbl0499.62034
  7. E. L. Lehmann (1983), Theory of Point Estimation, Wiley. Zbl0522.62020
  8. W. Uhlmann (1963), Ranggrössen als Schätzfunktionen, Metrika 7 (1), 23-40. Zbl0243.62021
  9. R. Zieliński (1988), A distribution-free median-unbiased quantile estimator, Statistics 19 (2), 223-227. Zbl0643.62022

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.