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|Title:||An optimal L-statistics quantile estimator for a set of location-scale populations|
|Citation:||Li, L.-W., Lee, L.-H., Chen, C.-H., Guo, B., Liu, Y.-J. (2012-10). An optimal L-statistics quantile estimator for a set of location-scale populations. Statistics and Probability Letters 82 (10) : 1853-1858. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2012.05.015|
|Abstract:||This paper presents an L-statistics quantile estimator for estimating the pth quantile of a population which belongs to a set of location-scale distributions. The design of the weight vector of the estimator is formulated as a constrained optimization problem. The objective of the optimization problem is to minimize the mean square error. The optimization problem is subject to a unitary constraint on the weight vector of the L-statistics quantile estimation. We solve the optimization problem and obtain an optimal solution, which is the weight vector of the proposed estimator. © 2012 Elsevier B.V.|
|Source Title:||Statistics and Probability Letters|
|Appears in Collections:||Staff Publications|
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