Some practical and theoretical issues related to the quantile estimators

Dagmara Dudek () and Anna Kuczmaszewska ()
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Dagmara Dudek: Lublin University of Technology
Anna Kuczmaszewska: Lublin University of Technology

Statistical Papers, 2024, vol. 65, issue 6, No 21, 3917-3933

Abstract: Abstract The paper contains the comparative analysis of the efficiency of different qunatile estimators for various distributions. Additionally, we show strong consistency of different quantile estimators and we study the Bahadur representation for each of the quantile estimators, when the sample is taken from NA, $$\varphi $$ φ , $$\rho ^*$$ ρ ∗ , $$\rho $$ ρ -mixing population.

Keywords: Quantile; Estimator; Bahadur representation; Dependent mixing random variables (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-024-01543-3

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