Monte Carlo Approximations of the Quantiles of a Sample Statistic

DOI10.1080/03610910903094676zbMath1206.62016OpenAlexW2130363077MaRDI QIDQ3652715

Fassil Nebebe, Tak K. Mak

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903094676

zbMATH Keywords

bootstrapMonte Carlo simulationquantile approximationcomputer intensive methods

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Numerical approximation of conditional asymptotic variances using Monte Carlo simulation
• Estimating variances for all sample sizes by the bootstrap

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