Nonparametric Estimation of Quantile and Quantile Density FunctionYang X1*, Hutson AD1,2 and Wang D3
- *Corresponding Author:
- Yang X
Department of Biostatistics
University at Buffalo
Buffalo, NY 14214-3000, USA
Tel: (716) 845-1300
E-mail: [email protected]
Received date: May 26, 2017; Accepted date: June 16, 2017; Published date: June 20, 2017
Citation: Yang X, Hutson AD, Wang D (2017) Nonparametric Estimation of Quantile and Quantile Density Function. J Biom Biostat 8: 356. doi: 10.4172/2155-6180.1000356
Copyright: © 2017 Yang X, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
In this article, we derive a new and unique method of estimating quantile and quantile density function, which is based on moments of fractional order statistics. A comparison of the proposed estimators is made with existing popular nonparametric quantile and quantile density estimators, in terms of mean squared error (MSE) for censored and uncensored data. Recommendations for the choice of quantile and/or quantile density estimators are given.