作者: Shuo-Huei Lin , Wenyaw Chan , Lin-An Chen
DOI: 10.1088/0026-1394/45/1/N01
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摘要: Classically the non-parametric coverage interval is estimated by empirical quantiles. We introduce an alternative way for estimating symmetric quantiles given Chen and Chiang (1996 J. Nonparametric Stat. 7 171–85). further show that this has a better precision in sense its asymptotic variances are smaller than classical one.