Sharp distribution-free bounds on the bias in estimating quantiles via order statistics

Andrzej Okolewski and Tomasz Rychlik

Statistics & Probability Letters, 2001, vol. 52, issue 2, 207-213

Abstract: Sharp distribution-free lower and upper bounds on the bias in estimating quantiles by the sample counterparts are obtained by the use of Moriguti's greatest convex minorant approach.

Keywords: Quantile; Sample; quantile; Order; statistic; Bias; Bernstein; polynomial; The; greatest; convex; minorant; Variation; diminishing; property (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (8)

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