Quantile Probability and Statistical Data Modeling
Parzen, Emanuel
Statist. Sci., Tome 19 (2004) no. 1, p. 652-662 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Quantile and conditional quantile statistical thinking, as I have innovated it in my research since 1976, is outlined in this comprehensive survey and introductory course in quantile data analysis. We propose that a unification of the theory and practice of statistical methods of data modeling may be possible by a quantile perspective. Our broad range of topics of univariate and bivariate probability and statistics are best summarized by the key words. Two fascinating practical examples are given that involve positive mean and negative median investment returns, and the relationship between radon concentration and cancer.
Publié le : 2004-11-14
Classification:  Mid-distribution transform,  percent function,  percentile function,  quantile function,  monotone transform,  parameter inverse pivot quantile function,  confidence Q–Q curve,  quantile–quartile function QIQ(u),  density quantile,  quantile density,  conditional quantile,  comparison distribution,  comparison density,  Bayesian inference using quantile simulation,  bivariate dependence,  component correlations 
@article{1113832730,
     author = {Parzen, Emanuel},
     title = {Quantile Probability and Statistical Data Modeling},
     journal = {Statist. Sci.},
     volume = {19},
     number = {1},
     year = {2004},
     pages = { 652-662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1113832730}
}

Parzen, Emanuel. Quantile Probability and Statistical Data Modeling. Statist. Sci., Tome 19 (2004) no. 1, pp.  652-662. http://gdmltest.u-ga.fr/item/1113832730/