Jackknife method for intermediate quantiles

DOI10.1016/j.jspi.2008.10.022zbMath1160.62042OpenAlexW2018988825MaRDI QIDQ1015887

Liang Peng, Jing-Ping Yang

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.022

zbMATH Keywords

coverage probabilityjackknifeextreme value indexintermediate quantile

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution ⋮ Empirical likelihood method for intermediate quantiles

Cites Work

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• On using the jackknife to estimate quantile variance
• On Smooth Statistical Tail Functionals
• Limit Distributions for Order Statistics. I
• Tail index estimation based on linear combinations of intermediate order statistics
• On Limit Distributions for Order Statistics

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