Posts about Research: Building trimmed Harrell-Davis quantile estimator

2021

  1. Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width (October 19)
  2. Optimal window of the trimmed Harrell-Davis quantile estimator, Part 2: Trying Planck-taper window (October 12)
  3. Optimal window of the trimmed Harrell-Davis quantile estimator, Part 1: Problems with the rectangular window (October 5)
  4. Beta distribution highest density interval of the given width (September 28)
  5. Quantile estimators based on k order statistics, Part 8: Winsorized Harrell-Davis quantile estimator (September 21)
  6. Quantile estimators based on k order statistics, Part 7: Optimal threshold for the trimmed Harrell-Davis quantile estimator (September 14)
  7. Quantile estimators based on k order statistics, Part 6: Continuous trimmed Harrell-Davis quantile estimator (September 7)
  8. Quantile estimators based on k order statistics, Part 5: Improving trimmed Harrell-Davis quantile estimator (August 31)
  9. Quantile estimators based on k order statistics, Part 4: Adopting trimmed Harrell-Davis quantile estimator (August 24)
  10. Quantile estimators based on k order statistics, Part 3: Playing with the Beta function (August 17)
  11. Quantile estimators based on k order statistics, Part 2: Extending Hyndman-Fan equations (August 10)
  12. Quantile estimators based on k order statistics, Part 1: Motivation (August 3)
  13. Avoiding over-trimming with the trimmed Harrell-Davis quantile estimator (July 27)
  14. Optimal threshold of the trimmed Harrell-Davis quantile estimator (July 20)
  15. Improving the efficiency of the Harrell-Davis quantile estimator for special cases using custom winsorizing and trimming strategies (May 25)
  16. Efficiency of the winsorized and trimmed Harrell-Davis quantile estimators (April 6)
  17. Trimmed modification of the Harrell-Davis quantile estimator (March 30)
  18. Winsorized modification of the Harrell-Davis quantile estimator (March 2)