[R] the standard error of the quantile

Frank Harrell f.harrell at vanderbilt.edu
Sat Nov 19 16:11:37 CET 2011

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.

swatch110362 wrote:
> hi~
> I need to estimate the standard error of the quantile in survival
> analysis.
> Can anyone help me,please?

Frank Harrell
Department of Biostatistics, Vanderbilt University
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