Subsampling quantile estimator majorization inequalities

W. D. Kaigh and Maria Alejandra Sorto

Statistics & Probability Letters, 1993, vol. 18, issue 5, 373-379

Abstract: A Lorenz partial order majorization inequality is obtained for the Kaigh--Lachenbruch (KL), Harrell--Davis (HD), and Kaigh--Cheng (KC) subsampling quantile estimators developed in Kaigh and Cheng (1991a,b). Bernstein polynomial approximation schemes yield continuous quantile function estimators which are also Lorenz ordered according to their respective inputs.

Keywords: Bernstein; polynomial; Lorenz; curve; majorization; quantile (search for similar items in EconPapers)
Date: 1993
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