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

✍ Scribed by Andrzej Okolewski; Tomasz Rychlik

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 101 KB
• Volume: 52
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00242-x

✦ Synopsis

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.