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A new distribution-free quantile estimator
Abstract
A new distribution-free estimator Qp of the pth population quantile is formulated, where Qp is a linear combination of order statistics admitting a jackknife variance estimator having excellent properties. The small sample efficiency of Qp is studied under a variety of light and heavy-tailed symmetric and asymmetric distributions. For the distributions and values of p studied, Qp is generally substantially more efficient than the traditional estimator based on one or two order statistics.
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Cited by
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Validation of a priori candidate Alzheimer’s disease SNPs with brain amyloid-beta deposition
Vacher, M., Porter, T., Villemagne, V. L., Milicic, L., Peretti, M., Fowler, C., Martins, R., Rainey-Smith, S., Ames, D., Masters, C. L., et al. (2019) · Scientific Reports · doi:10.1038/s41598-019-53604-5 · Cited by 26
Metadata
- Authors
- HARRELL, F. E., & DAVIS, C. E.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1982
- Volume
- 69
- Issue
- 3
- Pages
- 635-640
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W1970375475
- Cited by
- 546
- References
- 0
- FWCI
- 3.32
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: A new distribution-free quantile estimator. https://app.cochat.ai/papers/10.1093/biomet/69.3.635
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- HARRELL, F. E., & DAVIS, C. E. (1982). A new distribution-free quantile estimator. Biometrika. https://doi.org/10.1093/biomet/69.3.635
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
