Quantile estimates

Estimators

0.05

0.10

0.25

0.50

0.75

0.90

0.95

Q(p)

0.8917

1.3130

2.1128

2.9543

3.7592

4.5294

5.0166

RKMQE

2.469

2.5494

2.4947

2.5191

2.5495

2.5305

2.4572

CDQE

2.6548

2.6190

2.4539

2.4357

2.4282

2.6412

2.5945

FAQE

2.5477

2.3186

2.4566

2.5576

2.5615

2.7704

2.9166

NWQE

2.5477

2.2673

1.2721

1.2882

1.3064

1.2944

1.2680

MBCQE

1.6502

1.6450

2.3444

2.5690

2.6443

2.9880

3.1520