This paper deals with estimating the location and the scale parameters of the extreme value distribution when the sample size is very large, using sample quantiles. An estimator is given for the ...

The boostrap method works for both smooth and nonsmooth statistics, and replaces theoretical derivations by routine computations. With survey data sampled using a stratified multistage sampling design ...

Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

PROC STDIZE offers two methods for computing quantiles: the one-pass approach and the order-statistics approach (like that used in the UNIVARIATE procedure). The one-pass approach used in PROC STDIZE ...

The study of stochastic comparisons and order statistics forms an integral part of probability theory and statistical modelling. At its core, stochastic comparison provides a rigorous framework for ...