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