This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 538
Type: Contributed
Date/Time: Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #306669
Title: Minimum Quantile Distance Estimation of Quantiles Using Linear Combinations of Standard Quantile Functions as Models
Author(s): Dean  H.  Fearn *+ and Elliott Nebenzahl
Companies: California State University, East Bay and California State University, East Bay
Address: PO Box 4294 , Stockton , CA, 95204-0294,
Keywords: quantile estimation ; minimum distance ; linear model ; maximum likelihood

We select the constant quantile function along with at least one other well known standard quantile function(s) and then select the coefficients corresponding to these functions that minimize the distance between the ensuing linear combination and the sample quantile function. This linear combination is thus assured to be close to the sample quantile function. We use this linear combination approach to make inferences (estimation and/or hypothesis testing and/or confidence intervals) about pth quantiles of the true distribution for small p. We compare our technique of estimating these quantiles to classical methods, such as maximum likelihood, and show that our technique is more robust, in that the technique introduced by us tends to be more accurate over a wider class of possible true distributions.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2010 program

2010 JSM Online Program Home

For information, contact or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.