Improved confidence intervals for quantiles
Improved confidence intervals for quantiles
复制标题
改进分位数的置信区间
DOI：
10.1007/s10463-012-0369-6
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发表时间：
2013
影响因子：
1
通讯作者：
Y. Maesono
中科院分区：
文献类型：
--
作者：
K.Kawata;S.Takahashi;M.Nakamura;Y.Sumino and S.Nakata;Y. Maesono
我们推导出了核分位数估计的学生化版本的Edgeworth展开。逆展开允许我们在一般条件下得到第p个分位数的非常精确的置信区间。研究结果在实际中适用于样本量适中时改进分位数的推断。
We derive the Edgeworth expansion for the studentized version of the kernel quantile estimator. Inverting the expansion allows us to get very accurate confidence intervals for thepth quantile under general conditions. The results are applicable in practice to improve inference for quantiles when sample sizes are moderate.