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A Distribution-Free Median-Unbiased Quantile Estimator |
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| Authors: | Ryszard Zielinski |
| Institution: | Institute of Mathematics , Polish Academy of Sciences , Warsaw, PL, 00-950, POLAND |
| Abstract: | Given λ∈(0-,l), let xλ(F) denote the unique λ-quantile of the distribution F. A distribution-free median-unbiased estimator of xλ(F) is explicitly constructed |
| Keywords: | Quantile estimators median-unbiased estimation distribution-free estimation small sample properties of estimators |