Confidence intervals for quantile estimation using Jackknife techniques

Authors:
Y. Román-Montoya;M. Rueda;A. Arcos
Affiliations:
Department of Statistics and OR, University of Granada, Granada, Spain;Department of Statistics and OR, University of Granada, Granada, Spain;Department of Statistics and OR, University of Granada, Granada, Spain
Venue:
Computational Statistics
Year:
2008

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An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters

Computational Statistics

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Abstract

We consider the inference on quantiles, Q y (β), with jackknife techniques, in finite populations of a variable, Y, using the quantile information on an auxiliary variable, X. Jackknife techniques are applied to estimate quantiles and the behaviour of these estimators is analyzed. Their properties are studied for simple random sampling. We also examine the confidence intervals obtained with jackknife variances.