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During the last several months, I have been experimenting with different variations of the trimmed Harrell-Davis quantile estimator. My original idea of using the highest density interval based on the fixed area percentage (e.g., HDI 95% or HDI 99%) led to a set of problems with overtrimming. I tried to solve them with manually customized trimming strategy, but this approach turned out to be too inconvenient; it was too hard to come up with optimal thresholds. One of the main problems was about ...