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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