Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.spl.2012.05.015
Title: An optimal L-statistics quantile estimator for a set of location-scale populations
Authors: Li, L.-W.
Lee, L.-H. 
Chen, C.-H.
Guo, B.
Liu, Y.-J.
Keywords: L-statistics
Location equivariance
Location-scale distributions
Quantile estimator
Issue Date: Oct-2012
Source: 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
URI: http://scholarbank.nus.edu.sg/handle/10635/63014
ISSN: 01677152
DOI: 10.1016/j.spl.2012.05.015
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