Estimating median and other quantiles in nonparametric models
Volume 23 / 1995
Applicationes Mathematicae 23 (1995), 363-370
DOI: 10.4064/am-23-3-363-370
Abstract
Though widely accepted, in nonparametric models admitting asymmetric distributions the sample median, if n=2k, may be a poor estimator of the population median. Shortcomings of estimators which are not equivariant are presented.
