Work

The generalized sigmoidal quantile function

Year: 2022

Type: article

Abstract: In this note we introduce a new smooth nonparametric quantile function estimator based on a newly defined generalized expectile function and termed the sigmoidal quantile function estimator. We also introduce a hybrid quantile function estimator, which combines the optimal properties of the classic kernel quantile function estimator with our new generalized sigmoidal quantile function estimator. The generalized sigmoidal quantile function can estimate quantiles beyond the range of the data, which is important for certain applications given smaller sample sizes. This property of extrapolation is illustrated in order to improve standard bootstrap smoothing resampling methods.

Source: Communications in Statistics - Simulation and Computation

DOI: 10.1080/03610918.2022.2032161

Author: Alan D. Hutson

Institution: Roswell Park Comprehensive Cancer Center

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Funders: NRG Oncology, National Institutes of Health, National Cancer Institute, Moonshot Research and Development Program