A Quantile Estimate Based on Local Curve Fitting

Autor:	Salazar-Alvarez, Mar��a I., Tercero-G��mez, V��ctor G., Cordero-Franco, Alvaro E., Conover, William J., Beruvides, Mario G.
Jazyk:	angličtina
Rok vydání:	2017
Předmět:	Methodology (stat.ME) FOS: Computer and information sciences Statistics::Theory Statistics::Methodology 62G05 62G32 Statistics - Methodology
Popis:	Quantile estimation is a problem presented in fields such as quality control, hydrology, and economics. There are different techniques to estimate such quantiles. Nevertheless, these techniques use an overall fit of the sample when the quantiles of interest are usually located in the tails of the distribution. Regression Approach for Quantile Estimation (RAQE) is a method based on regression techniques and the properties of the empirical distribution to address this problem. The method was first presented for the problem of capability analysis. In this paper, a generalization of the method is presented, extended to the multiple sample scenario, and data from real examples is used to illustrate the proposed approaches. In addition, theoretical framework is presented to support the extension for multiple homogeneous samples and the use of the uncertainty of the estimated probabilities as a weighting factor in the analysis. 21 pages, 4 figures
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4aa1dfe7927950c2895bd94fded03ff9 http://arxiv.org/abs/1706.05128 Zobrazit plný text záznamu