Some refinements of the quasi-quantiles

Govind S. Mudholkar; Alan D. Hutson

doi:10.1016/s0167-7152(96)00057-0

Some refinements of the quasi-quantiles

Govind S. Mudholkar
, Alan D. Hutson

Department of Biostatistics

University of Rochester

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

R.D. Reiss's (1980) proposal of quasi-quantiles, i.e. certain kernel estimators of population quantiles Q(u), is extended using a mixing function h(u) and an asymmetric bandwidth function defined by endpoints γ(u) and δ(u). The second order terms in the expansions of the expected value and variance are used to determine h(u), γ(u) and δ(u) and thus refine quasi-quantiles.

Original language	English
Pages (from-to)	67-74
Number of pages	8
Journal	Statistics and Probability Letters
Volume	32
Issue number	1
DOIs	https://doi.org/10.1016/s0167-7152(96)00057-0
State	Published - Feb 14 1997

Keywords

Asymptotic expansion
Bias
Optimization
Variance

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KW - Asymptotic expansion

KW - Bias

KW - Optimization

KW - Variance

UR - https://www.scopus.com/pages/publications/0031566891

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 1

ER -

Some refinements of the quasi-quantiles

Abstract

Keywords

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