Some practical and theoretical issues related to the quantile estimators

IF 1.2 3区数学 Q2 STATISTICS & PROBABILITY Statistical Papers Pub Date : 2024-04-05 DOI:10.1007/s00362-024-01543-3

Dagmara Dudek, Anna Kuczmaszewska

引用次数: 0

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, \(\varphi \), \(\rho ^*\), \(\rho \)-mixing population.

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

与量化估计器有关的一些实践和理论问题

本文对各种分布的不同量化估计器的效率进行了比较分析。此外，我们还展示了不同量化估计器的强一致性，并研究了当样本取自 NA、\(\varphi \)、\(\rho ^*\)、\(\rho \)-混合人群时，每个量化估计器的 Bahadur 表示。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文去求助

来源期刊

Statistical Papers 数学-统计学与概率论

CiteScore

2.80

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.

期刊最新文献

The distribution of power-related random variables (and their use in clinical trials) The cost of sequential adaptation and the lower bound for mean squared error Nested strong orthogonal arrays Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects On the consistency of supervised learning with missing values