TY - JOUR
T1 - Strongly-consistent, distribution-free confidence intervals for quantiles
AU - Gilat, David
AU - Hill, T. P.
N1 - Funding Information:
* Corresponding author. I Partially supported by U.S.-Israel Binational Science Foundation Grant 88-00005. 2 Partially supported by National Science Foundation Grants DMS 89-01267 and DMS-92-03524 and Dutch National Science Foundation (NWO) Dossier B-61-281.
PY - 1996/8/15
Y1 - 1996/8/15
N2 - Strongly-consistent, distribution-free confidence intervals are derived to estimate the fixed quantiles of an arbitrary unknown distribution, based on order statistics of an iid sequence from that distribution. This new method, unlike classical estimates, works for totally arbitrary (including discontinuous) distributions, and is based on recent one-sided strong laws of large numbers.
AB - Strongly-consistent, distribution-free confidence intervals are derived to estimate the fixed quantiles of an arbitrary unknown distribution, based on order statistics of an iid sequence from that distribution. This new method, unlike classical estimates, works for totally arbitrary (including discontinuous) distributions, and is based on recent one-sided strong laws of large numbers.
KW - Confidence intervals
KW - Empirical distribution function
KW - One-sided strong laws
KW - Order statistics
KW - Quantile estimators
KW - Quantile intervals
KW - Quantiles
KW - Strongly-consistent estimators
UR - http://www.scopus.com/inward/record.url?scp=16144366452&partnerID=8YFLogxK
U2 - 10.1016/0167-7152(95)00154-9
DO - 10.1016/0167-7152(95)00154-9
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AN - SCOPUS:16144366452
SN - 0167-7152
VL - 29
SP - 45
EP - 53
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 1
ER -