COMPARISON OF NONPARAMETRIC ESTIMATORS OF QUANTILES USING MEAN ABSOLUTE DEVIATION ERROR AND PITMAN'S MEASURE OF CLOSENESS

• Authors: Boratynska A. , Zebrowska D.
• Languages of publication: PL

Abstracts

EN

The problem of comparison of fourteen nonparametric estimators of quantiles in small samples using simulation method is considered. Two measures of quality of estimators are presented: mean absolute deviation error and Pitman's measure of closeness. Seven different distributions of a random sample are used: distributions with short tails (uniform, normal, Laplace), long tails (Pareto Cauchy) and assymetric distributions (exponential, Weibull)

Keywords

EN

ASSYMETRIC DISTRIBUTIONS; NONPARAMETRIC ESTIMATORS; PITMAN'S MEASURE OF CLOSENESS

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2006
• Volume: 53
• Issue: 4
• Pages: 43-57
• Document type: ARTICLE

Contributors

author

Boratynska A.

author

Zebrowska D.

• A. Boratynska, Szkola Glówna Handlowa w Warszawie, Instytut Ekonometrii, al. Niepodleglosci 162, 02-554 Warszawa, Poland

Identifiers

CEJSH db identifier

07PLAAAA02204652