Subsampling quantile estimator standard errors with applications

Several smoothed quantile estimators recently have been proposed as alternatives to the conventional sample quantile, and previous studies have shown that the Harrell and Davis (1982), Kaigh and Lachenbruch (1982), and Kaigh and Cheng (1991) subsampling estimators usually improve efficiency of population quantile point estimation. Bootstrap and jackknife standard error formulas are developed here for all three sub sampling quantile estimators. Applications to one-sample quantile confidence intervals and tests for equality of two population medians are illustrated with Monte Carlo results to indicate that the proposed methods provide improvements over existing procedures.