Ten nonparametric estimators of quantiles are compared in small samples by Monte Carlo simulation methods. The estimators are compared by using properties such as mean square error and mean absolute deviation. Nine distributions are used for the comparisons and include long-tailed distributions (e.g., Laplace), short-tailed distributions (e.g., uniform), and skewed distributions (e.g., exponential)
No takes yet. Share an insight, caveat, or question.
Dielman et al. (1994) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: