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Modelling with quantile distribution functions

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  • Warren Gilchrist

Abstract

The definition and construction of distributions are explored using parametric forms of the quantile distribution function. Short reviews are given of the identification and construction of such distribution functions, and of methods for estimation and testing.

Suggested Citation

  • Warren Gilchrist, 1997. "Modelling with quantile distribution functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(1), pages 113-122.
    • Handle: RePEc:taf:japsta:v:24:y:1997:i:1:p:113-122
    DOI: 10.1080/02664769723927
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    Cited by:

    1. Alan Hutson, 2000. "A composite quantile function estimator with applications in bootstrapping," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 567-577.
    2. Angela Noufaily & M. C. Jones, 2013. "Parametric quantile regression based on the generalized gamma distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(5), pages 723-740, November.
    3. Warren Gilchrist, 2008. "Regression Revisited," International Statistical Review, International Statistical Institute, vol. 76(3), pages 401-418, December.
    4. G. K. Kanji & Osama Hasan Arif, 2000. "Median rankit control chart by the quantile approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(6), pages 757-770.

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