A level crossing quantile estimation method

Mei Ling Huang and Percy Brill

Statistics & Probability Letters, 1999, vol. 45, issue 2, 111-119

Abstract: We introduce a nonparametric quantile estimation method by applying a level crossing empirical function which will be defined in this paper, and also introduce a computational method for the new estimator. A comparison of the new quantile estimation method with the usual kernel quantile estimation method based on the classical empirical distribution function is included. Computational results show that the new method is more efficient than the usual method in many cases.

Keywords: Kernel; quantile; estimators; Sample; quantiles; Order; statistics; Level; crossing; empirical; distribution; function (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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