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 |