Comparing the efficiency of the Harrell-Davis, Sfakianakis-Verginis, and Navruz-Özdemir quantile estimators

1 · Andrey Akinshin · May 18, 2021, 4:04 p.m.
In the previous posts, I discussed the statistical efficiency of different quantile estimators (Efficiency of the Harrell-Davis quantile estimator and Efficiency of the winsorized and trimmed Harrell-Davis quantile estimators). In this post, I continue this research and compare the efficiency of the Harrell-Davis quantile estimator, the Sfakianakis-Verginis quantile estimators, and the Navruz-Özdemir quantile estimator. ...