# Preprint announcement: 'Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width'

**Update: the final paper was published in Communications in Statistics - Simulation and Computation (DOI: 10.1080/03610918.2022.2050396).**

Since the beginning of this year, I have been working on building a quantile estimator that provides an optimal trade-off between statistical efficiency and robustness. Finally, I have built such an estimator. A paper preprint is available on arXiv: arXiv:2111.11776 [stat.ME]. The paper source code is available on GitHub: AndreyAkinshin/paper-thdqe. You can cite it as follows:

- Andrey Akinshin (2021) Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width, arXiv:2111.11776

## Relevant blog posts

Here is the full list of relevant blog posts:

- Winsorized modification of the Harrell-Davis quantile estimator
*(2021-03-02)* - Efficiency of the Harrell-Davis quantile estimator
*(2021-03-23)* - Trimmed modification of the Harrell-Davis quantile estimator
*(2021-03-30)* - Efficiency of the winsorized and trimmed Harrell-Davis quantile estimators
*(2021-04-06)* - Improving the efficiency of the Harrell-Davis quantile estimator for special cases using custom winsorizing and trimming strategies
*(2021-05-25)* - Optimal threshold of the trimmed Harrell-Davis quantile estimator
*(2021-07-20)* - Avoiding over-trimming with the trimmed Harrell-Davis quantile estimator
*(2021-07-27)* - Quantile estimators based on k order statistics, Part 1: Motivation
*(2021-08-03)* - Quantile estimators based on k order statistics, Part 2: Extending Hyndman-Fan equations
*(2021-08-10)* - Quantile estimators based on k order statistics, Part 3: Playing with the Beta function
*(2021-08-17)* - Quantile estimators based on k order statistics, Part 4: Adopting trimmed Harrell-Davis quantile estimator
*(2021-08-24)* - Quantile estimators based on k order statistics, Part 5: Improving trimmed Harrell-Davis quantile estimator
*(2021-08-31)* - Quantile estimators based on k order statistics, Part 6: Continuous trimmed Harrell-Davis quantile estimator
*(2021-09-07)* - Quantile estimators based on k order statistics, Part 7: Optimal threshold for the trimmed Harrell-Davis quantile estimator
*(2021-09-14)* - Quantile estimators based on k order statistics, Part 8: Winsorized Harrell-Davis quantile estimator
*(2021-09-21)* - Beta distribution highest density interval of the given width
*(2021-09-28)* - Optimal window of the trimmed Harrell-Davis quantile estimator, Part 1: Problems with the rectangular window
*(2021-10-05)* - Optimal window of the trimmed Harrell-Davis quantile estimator, Part 2: Trying Planck-taper window
*(2021-10-12)* - Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width
*(2021-10-19)* - Preprint announcement: 'Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width'
*(2021-11-30)* - Publication announcement: 'Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width'
*(2022-03-22)*

## BibTeX reference

```
@article{akinshin2021thdqe,
title={Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width},
author={Andrey Akinshin},
year={2021},
eprint={2111.11776},
archivePrefix={arXiv},
primaryClass={stat.ME},
url={https://arxiv.org/abs/2111.11776}
}
```