期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2008
卷号：7
期号：2
页码：10
出版社：Wayne State University
摘要：The objective is to select the best non-parametric quantile estimation method for extreme distributions. This serves as a starting point for further research in quantile application such as in parameter estimation using LQ-moments method. Thirteen methods of non-parametric quantile estimation were applied on six types of extreme distributions and their efficiencies compared. Monte Carlo methods were used to generate the results, which showed that the method of Weighted Kernel estimator of Type 1 was more efficient than the other methods in many cases.
关键词：Order statistics; sample quantiles; kernel quantile estimators; weighted kernel quantile estimators; HD quantile; weighted HD quantile; LQ-moments; IMSE
