Quantile estimation under a two-sample semi-parametric model

Authors
Citation
B. Zhang, Quantile estimation under a two-sample semi-parametric model, BERNOULLI, 6(3), 2000, pp. 491-511
Citations number
25
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
1350-7265 → ACNP
Volume
6
Issue
3
Year of publication
2000
Pages
491 - 511
Database
ISI
SICI code
1350-7265(200006)6:3<491:QEUATS>2.0.ZU;2-E
Abstract
We consider quantile estimation under a two-sample semi-parametric model in which the log ratio of two unknown density functions has a known parametri c form. This two-sample semi-parametric model, arising naturally from case- control studies and logistic discriminant analysis, can be regarded as a bi ased sampling model. A new quantile estimator is constructed on the basis o f the maximum semi-parametric likelihood estimator of the underlying distri bution function. It is shown that the proposed quantile estimator is asympt otically normally distributed with smaller asymptotic variance than that of the standard quantile estimator. Also presented are some results on simula tion and from the analysis of a real data set.