| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 416869 | Computational Statistics & Data Analysis | 2006 | 9 Pages |
Abstract
Exact bootstrap is used to optimize the weights of an L-estimator for quantiles with respect to the estimated MSE (mean square error). Performance of the new estimator is measured by comparing MSE with the sample quantile. The new estimator performs better than the sample quantiles in almost every case. However, the gain is only about 5%, in terms of decreased MSE.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Erik Brodin,