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- W3123779002 abstract "Using and extending fractional order statistic theory, we characterize the O(n−1) coverage probability error of the previously proposed confidence intervals for population quantiles using L-statistics as endpoints in Hutson (1999). We derive an analytic expression for the n−1 term, which may be used to calibrate the nominal coverage level to get O(n−3/2 [log(n)]3) coverage error. Asymptotic power is shown to be optimal. Using kernel smoothing, we propose a related method for nonparametric inference on conditional quantiles. This new method compares favorably with asymptotic normality and bootstrap methods in theory and in simulations. Code is provided for both unconditional and conditional inference." @default.
- W3123779002 created "2021-02-01" @default.
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- W3123779002 date "2016-06-14" @default.
- W3123779002 modified "2023-09-27" @default.
- W3123779002 title "Fractional order statistic approximation for nonparametric conditional quantile inference" @default.
- W3123779002 hasPublicationYear "2016" @default.
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