Probabilistic evaluation of quantile estimators. Issue 14 (18th July 2021)
- Record Type:
- Journal Article
- Title:
- Probabilistic evaluation of quantile estimators. Issue 14 (18th July 2021)
- Main Title:
- Probabilistic evaluation of quantile estimators
- Authors:
- Pajari, Matti
Tikanmäki, Maria
Makkonen, Lasse - Abstract:
- Abstract: The foundations of the criteria to assess the goodness of quantile estimators for continuous random variables are reviewed and the probabilistic justification for a novel bin-criterion is presented. It is shown that the bin-criterion is a more appropriate measure of goodness of a quantile estimator than those based on minimizing the bias of the quantiles or the parameters of the distribution.
- Is Part Of:
- Communications in statistics. Volume 50:Issue 14(2021)
- Journal:
- Communications in statistics
- Issue:
- Volume 50:Issue 14(2021)
- Issue Display:
- Volume 50, Issue 14 (2021)
- Year:
- 2021
- Volume:
- 50
- Issue:
- 14
- Issue Sort Value:
- 2021-0050-0014-0000
- Page Start:
- 3319
- Page End:
- 3337
- Publication Date:
- 2021-07-18
- Subjects:
- Quantile -- quantile estimator -- goodness of fit -- distribution parameters -- inference
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2019.1696975 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 17432.xml