Coverage_performance_of_empirical_variance_distribution_for_unweighted_samples

<p>This paper demonstrates the good coverage performance of several confidence interval estimators for sample quantiles based on the empirical variance distribution. The empirical variance distribution uses a quadratic polynomial proxy, to calculate quantile variance estimates in the percentile scale, for the quantile estimating function.</p> <p>Analysis of the coverage of the confidence interval estimators is based on repeated sampling results for several distributions and samples sizes, and convergence comparison is conducted to existing quantile regression bootstrap results, for an "intercept only model" which directly calculates sample quantiles.