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Smoothed empirical likelihood confidence intervals for the difference of quantiles. (English) Zbl 1017.62030

Summary: This paper is concerned with inference for the population quantile difference (e.g., the interquartile range). Although normal approximations could be used for this purpose, they usually give poor performances unless the sample size is sufficiently large. We investigate the use of the nonparametric likelihood method. Numerical results will be presented to compare its performance with other methods.

MSC:

62G07 Density estimation
62G05 Nonparametric estimation