Asymptotic properties of sample quantiles of discrete distributions
Author
Abstract
Suggested Citation
DOI: 10.1007/s10463-008-0215-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
- 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.
- Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, University Library of Munich, Germany.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP35/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series qt5zm6m9rq, Department of Economics, UC San Diego.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 23/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 35/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers 1608.05142, arXiv.org, revised Aug 2018.
- Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
- 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.
- 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.
- Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- Gregory, Alastair, 2019. "A streaming algorithm for bivariate empirical copulas," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 56-69.
- 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.
- 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.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers 1608.05142, arXiv.org, revised Aug 2018.
- Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series qt5zm6m9rq, Department of Economics, UC San Diego.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 23/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 35/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP35/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
- Shi, Peng & Valdez, Emiliano A., 2014. "Multivariate negative binomial models for insurance claim counts," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 18-29.
- Paul Hewson & Keming Yu, 2008. "Quantile regression for binary performance indicators," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 401-418, September.
- Juan Brida & Marta Disegna & Raffaele Scuderi, 2014.
"The behaviour of repeat visitors to museums: review and empirical findings,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2817-2840, September.
- Juan Gabriel Brida & Marta Disegna & Raffaele Scuderi, 2013. "The Behaviour of Repeat Visitors to Museums: Review and Empirical Findings," BEMPS - Bozen Economics & Management Paper Series BEMPS03, Faculty of Economics and Management at the Free University of Bozen.
- Mullahy, John, 2024. "Analyzing health outcomes measured as bounded counts," Journal of Health Economics, Elsevier, vol. 95(C).
- Lu Yang & Claudia Czado, 2022. "Two‐part D‐vine copula models for longitudinal insurance claim data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1534-1561, December.
- Kolev, Nikolai, 2016. "Characterizations of the class of bivariate Gompertz distributions," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 173-179.
- Cariou, Pierre & Wolff, Francois-Charles, 2015. "Identifying substandard vessels through Port State Control inspections: A new methodology for Concentrated Inspection Campaigns," Marine Policy, Elsevier, vol. 60(C), pages 27-39.
- Mark J. McCabe & Christopher M. Snyder, 2015.
"Does Online Availability Increase Citations? Theory and Evidence from a Panel of Economics and Business Journals,"
The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 144-165, March.
- Mark J Mccabe & Christopher M Snyder, 2015. "Does Online Availability Increase Citations? Theory and Evidence from a Panel of Economics and Business Journals," Post-Print halshs-01948311, HAL.
- Dutang, C. & Lefèvre, C. & Loisel, S., 2013.
"On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing,"
Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 774-785.
- Christophe Dutang & C. Lefevre & S. Loisel, 2013. "On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing," Post-Print hal-01616175, HAL.
- Christophe Dutang & Claude Lefèvre & Stéphane Loisel, 2013. "On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing," Post-Print hal-00746251, HAL.
- Gery Geenens, 2024. "(Re-)Reading Sklar (1959)—A Personal View on Sklar’s Theorem," Mathematics, MDPI, vol. 12(3), pages 1-7, January.
- Padmaja Ayyagari & Partha Deb & Jason Fletcher & William Gallo & Jody L. Sindelar, 2013. "Understanding Heterogeneity In Price Elasticities In The Demand For Alcohol For Older Individuals," Health Economics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-105, January.
- Azam, Kazim & Pitt, Michael, 2014. "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," The Warwick Economics Research Paper Series (TWERPS) 1051, University of Warwick, Department of Economics.
- Johny Pambabay-Calero & Sergio Bauz-Olvera & Ana Nieto-Librero & Ana Sánchez-García & Puri Galindo-Villardón, 2021. "Hierarchical Modeling for Diagnostic Test Accuracy Using Multivariate Probability Distribution Functions," Mathematics, MDPI, vol. 9(11), pages 1-20, June.
- César Garcia-Gomez & Ana Pérez & Mercedes Prieto-Alaiz, 2022. "The evolution of poverty in the EU-28: a further look based on multivariate tail dependence," Working Papers 605, ECINEQ, Society for the Study of Economic Inequality.
- Paul Contoyannis & Jinhu Li, 2017. "The dynamics of adolescent depression: an instrumental variable quantile regression with fixed effects approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 907-922, June.
- Aristidis Nikoloulopoulos & Dimitris Karlis, 2010. "Regression in a copula model for bivariate count data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1555-1568.
- O’Leary, Nigel & Li, Ian W. & Gupta, Prashant & Blackaby, David, 2020. "Wellbeing trajectories around life events in Australia," Economic Modelling, Elsevier, vol. 93(C), pages 499-509.
- repec:hal:wpaper:hal-00746251 is not listed on IDEAS
- Geenens Gery, 2020. "Copula modeling for discrete random vectors," Dependence Modeling, De Gruyter, vol. 8(1), pages 417-440, January.
- Wang, Shengjie & Kang, Yanfei & Petropoulos, Fotios, 2024. "Combining probabilistic forecasts of intermittent demand," European Journal of Operational Research, Elsevier, vol. 315(3), pages 1038-1048.
More about this item
Keywords
Asymptotic; Continuous; Discrete; Grouped data; Mid-distribution; Quantile; Ties;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:227-243. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.