SYMMETRIC QUANTILE AVERAGES AND RELATED ESTIMATORS
成果类型：
Article
署名作者：
BROWN, BM
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335824
发表日期：
1981
页码：
235242
关键词：
摘要：
The average of 2 complementary order statistics is termed a symmetric quantile average. In addition to having good efficiency, robustness and computational properties, exact nonparametric confidence intervals for location can be derived from it. A related type of estimator called a combined quantile average is introduced; it is slightly more difficult to compute than the symmetric quantile average, but can have better efficiency and robustness properties. The recommended form of combined quantile average is comparable for robustness and normal efficiency with the 15% trimmed mean, but in addition it leads, like symmetric quantile averages, to the definition of exact nonparametric confidence intervals.