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the standard error of the quantile

In small to moderate sample sizes, the Harrell-Davis quantile estimator is
more accurate than the ordinary sample quantile, and there is a good
standard error estimator for it using U-statistics.  See the hdquantile
function in the Hmisc package.
Frank
swatch110362 wrote:
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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