Comparison of nonparametric point estimators for interquantile differences in moderate sized samples |
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Authors: | Seth M Steinberg C E Davis |
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Institution: | 1. Clinical Oncology Program , National Cancer Institute , Building 10, Room 13C103, Bethesda, MD, 20892;2. Department of Biostatistics , University of North Carolina , Chapel Hill, NC, 27514 |
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Abstract: | Non-parametric estimators for interquantile differences in moderate sized samples are identified, including a simple method based on sample quantiles, an extension of the Harrell and Davis (1982) method, an extension of the Kaigh and Lachenbruch (1982) approach, and methods based on Yang (1985). For those estimators compared via a simulation study (Harrell-Davis and sample quantile), using relative bias and relative efficiency as judgment criteria, the Harrell-Davis method is judged to be preferable for interquantile estimation with data sets of moderate size. |
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Keywords: | non-parametric estimation quantile decile order statistics |
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