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Original Articles

An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage

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Pages 2107-2135 | Received 22 Aug 2012, Accepted 04 Feb 2013, Published online: 01 Jun 2015

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Yogendra P. Chaubey, Isha Dewan & Jun Li. (2023) On some non parametric estimators of the quantile density function for a stationary associated process. Communications in Statistics - Theory and Methods 0:0, pages 1-21.
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R. S. Jagtap, Mohan M. Kale & V. K. Gedam. (2021) Tail aligned composite quantile estimator for bootstrapping of high quantiles. Communications in Statistics: Case Studies, Data Analysis and Applications 7:3, pages 494-515.
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Caiyun Fan, Gang Ding & Feipeng Zhang. (2020) A kernel nonparametric quantile estimator for right-censored competing risks data. Journal of Applied Statistics 47:1, pages 61-75.
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Yogendra P. Chaubey, Isha Dewan & Jun Li. (2021) On Some Smooth Estimators of the Quantile Function for a Stationary Associated Process. Sankhya B 83:S1, pages 114-139.
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Ann-Kristin Kreutzmann. (2018) Estimation of sample quantiles: challenges and issues in the context of income and wealth distributionsDie Schätzung von Quantilen: Herausforderungen und Probleme im Kontext von Einkommens- und Vermögensverteilungen. AStA Wirtschafts- und Sozialstatistisches Archiv 12:3-4, pages 245-270.
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Robert M. Mnatsakanov & Aleksandre Sborshchikovi. (2018) Recovery of quantile and quantile density function using the frequency moments. Statistics & Probability Letters 140, pages 53-62.
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Rodrigo Romero-Silva & Margarita Hurtado. 2017. Applied Computer Sciences in Engineering. Applied Computer Sciences in Engineering 275 286 .

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