AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN
From MaRDI portal
Publication:3664223
DOI10.1111/j.1467-842X.1983.tb01203.xzbMath0516.62042OpenAlexW2117741693MaRDI QIDQ3664223
J. S. Maritz, Simon J. Sheather
Publication date: 1983
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.1983.tb01203.x
density estimationlinear combination of order statisticsgeneralized least squareskernel type estimatordifference of order statisticsestimating asymptotic standard error of sample median
Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)
Related Items (10)
Exact convergence rate of bootstrap quantile variance estimator ⋮ Asymptotically efficient estimation of the sparsity function at a point ⋮ Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study ⋮ Generalized expected value of continuous random variables and its applications ⋮ On the bootstrap quantile-treatment-effect test ⋮ Focused information criterion and model averaging based on weighted composite quantile regression ⋮ A data-based algorithm for choosing the window width when estimating the density at a point ⋮ A plug-in bandwidth selector for nonparametric quantile regression ⋮ An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE ⋮ A finite sample estimate of the variance of the sample median
This page was built for publication: AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN