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  1. 1 Przegląd Statystyczny

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  1. 1 Boratynska A.

  2. 1 Zebrowska D.

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  1. 1 2006

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

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Boratynska A., Zebrowska D.
Przegląd Statystyczny
|
2006
|
vol. 53
|
issue 4
43-57
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)
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