Work

quantsig: Sigmoidal Quantile Function Estimator

Year: 2024
Type: dataset
Abstract: A sigmoidal quantile function estimator based on a newly defined generalized expectile function. The generalized sigmoidal quantile function can estimate quantiles beyond the range of the data, which is important for certain applications given smaller sample sizes. The package is based on the method introduced in Hutson (2024) <doi:10.1080/03610918.2022.2032161>.
Author: Alan Hutson
Language: English
Open Access status: gold
OpenAlex ID: W4404533371
Cites: 1
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Related to: 10