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Asymptotic properties of sample quantiles of discrete distributions

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  • Yanyuan Ma
  • Marc Genton
  • Emanuel Parzen

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  • Yanyuan Ma & Marc Genton & Emanuel Parzen, 2011. "Asymptotic properties of sample quantiles of discrete distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 227-243, April.
  • Handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:227-243
    DOI: 10.1007/s10463-008-0215-z
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    References listed on IDEAS

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    1. Larocque, Denis & Randles, Ronald H., 2008. "Confidence Intervals for a Discrete Population Median," The American Statistician, American Statistical Association, vol. 62, pages 32-39, February.
    2. Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
    3. Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
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    Cited by:

    1. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    2. Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
    3. Jean-François Coeurjolly, 2017. "Median-based estimation of the intensity of a spatial point process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 303-331, April.
    4. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 123-137, January.
    5. Ann-Kristin Kreutzmann, 2018. "Estimation of sample quantiles: challenges and issues in the context of income and wealth distributions [Die Schätzung von Quantilen: Herausforderungen und Probleme im Kontext von Einkommens- und V," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 245-270, December.
    6. Gregory, Alastair, 2019. "A streaming algorithm for bivariate empirical copulas," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 56-69.
    7. Ricardo A. Maronna & Victor J. Yohai, 2021. "Optimal robust estimators for families of distributions on the integers," Statistical Papers, Springer, vol. 62(5), pages 2269-2281, October.
    8. Annika Homburg & Christian H. Weiß & Gabriel Frahm & Layth C. Alwan & Rainer Göb, 2021. "Analysis and Forecasting of Risk in Count Processes," JRFM, MDPI, vol. 14(4), pages 1-25, April.
    9. Hansen, Emanuel, 2016. "Political Competition with Endogenous Party Formation and Citizen Activists," VfS Annual Conference 2016 (Augsburg): Demographic Change 145923, Verein für Socialpolitik / German Economic Association.
    10. Csenki, Attila, 2012. "Asymptotics for continuous lifetime distributions with polynomial failure rate with an application in reliability," Reliability Engineering and System Safety, Elsevier, vol. 102(C), pages 1-4.
    11. Attila Csenki, 2015. "A Differential Equation for a Class of Discrete Lifetime Distributions with an Application in Reliability," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 647-660, September.
    12. Alessio Farcomeni & Marco Geraci, 2022. "Alessio Farcomeni and Marco Geraci's contribution to the ‘First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic’," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1829-1830, October.
    13. Laurent, Jean-Paul & Sestier, Michael & Thomas, Stéphane, 2016. "Trading book and credit risk: How fundamental is the Basel review?," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 211-223.

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