Quantile estimates | |||||||
Estimators | 0.05 | 0.10 | 0.25 | 0.50 | 0.75 | 0.90 | 0.95 |
Q(p) | 1.2435 | 1.2435 | 3.7776 | 6.6617 | 9.4424 | 2.7891 | 1.2578 |
RKMQE | 3.6002 | 3.7099 | 4.3825 | 5.9927 | 6.2890 | 2.3354 | 4.2224 |
CDQE | 4.8990 | 4.8918 | 5.5135 | 5.3733 | 5.399 | 1.5787 | 2.3654 |
FAQE | 3.4606 | 3.235 | 4.5376 | 5.5904 | 5.894 | 2.3354 | 4.2224 |
NWQE | −1.1691 | −0.8517 | 0.1497 | 2.3583 | 2.6635 | 2.3354 | 4.2224 |
MBCQE | −0.3213 | 0.5437 | 4.0229 | 5.9777 | 6.4790 | 2.6474 | 1.2347 |