Posts about Quantile


  1. Comparing the efficiency of the Harrell-Davis, Sfakianakis-Verginis, and Navruz-Özdemir quantile estimators (May 18)
  2. Dispersion exponential smoothing (May 11)
  3. Quantile exponential smoothing (May 4)
  4. Improving quantile-respectful density estimation for discrete distributions using jittering (April 27)
  5. Efficiency of the winsorized and trimmed Harrell-Davis quantile estimators (April 6)
  6. Trimmed modification of the Harrell-Davis quantile estimator (March 30)
  7. Efficiency of the Harrell-Davis quantile estimator (March 23)
  8. Navruz-Özdemir quantile estimator (March 16)
  9. Sfakianakis-Verginis quantile estimator (March 9)
  10. Winsorized modification of the Harrell-Davis quantile estimator (March 2)
  11. Unbiased median absolute deviation based on the Harrell-Davis quantile estimator (February 16)
  12. Unbiased median absolute deviation (February 9)
  13. Comparing distribution quantiles using gamma effect size (February 2)
  14. A single outlier could completely distort your Cohen's d value (January 26)
  15. Better moving quantile estimations using the partitioning heaps (January 19)
  16. MP² quantile estimator: estimating the moving median without storing values (January 12)
  17. Case study: Accuracy of the MAD estimation using the Harrell-Davis quantile estimator (Gumbel distribution) (January 5)


  1. Fast implementation of the moving quantile based on the partitioning heaps (December 29)
  2. Coverage of quantile confidence intervals (December 22)
  3. Quantile confidence intervals for weighted samples (December 8)