Nonparametric Estimation of Quantile and Quantile Density Function

[摘要] In this article, we derive a new and unique method of estimating quantile and quantile density function, which is based on moments of fractional order statistics. A comparison of the proposed estimators is made with existing popular nonparametric quantile and quantile density estimators, in terms of mean squared error (MSE) for censored and uncensored data. Recommendations for the choice of quantile and/or quantile density estimators are given.

[关键词] Quantile function estimators;Quantile density function estimators;Order statistics;Kernel function