Nonparametric Estimation of Quantile and Quantile Density Function

Journal of Biometrics & Biostatistics

article

Yang X¹  Hutson AD¹  Wang D³ 

[1] Department of Biostatistics, University at Buffalo;Roswell Park Cancer Institute;Department of Public Health and Preventive Medicine, SUNY Upstate Medical University

关键词: Quantile function estimators;    Quantile density function estimators;    Order statistics;    Kernel function;   

DOI  :  10.4172/2155-6180.1000356

来源: Hilaris Publisher

【 摘 要 】

In this article, we derive a new and unique method of estimating quantile and quantile density function, which is based on moments of fractional order statistics. A comparison of the proposed estimators is made with existing popular nonparametric quantile and quantile density estimators, in terms of mean squared error (MSE) for censored and uncensored data. Recommendations for the choice of quantile and/or quantile density estimators are given.

【 授权许可】

Unknown