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ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS 1
Author(s) -
Bofingeb Eve
Publication year - 1975
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1975.tb01366.x
Subject(s) - quantile , estimator , econometrics , order statistic , parametric statistics , mathematics , statistics , density estimation , sample (material) , quantile function , function (biology) , order (exchange) , parametric model , probability density function , mathematical optimization , economics , cumulative distribution function , physics , thermodynamics , finance , evolutionary biology , biology
A non‐parametric estimator of a density at a particular quantile is based on sample quantiles. The optimal (to minimize M.S.E.) choice of these quantiles is considered and a method of removing the bias is suggested.