Bootstrapping sample quantiles in non-regular cases

DOI10.1016/S0167-7152(97)00125-9zbMath1246.62115MaRDI QIDQ449898

Keith Knight

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

convex functionsnon-regular densities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Generalised bootstrap in non-regular M-estimation problems ⋮ Generalized bootstrap for estimators of minimizers of convex functions ⋮ One-step R-estimation in linear models with stable errors ⋮ Weak convergence of quantile and expectile processes under general assumptions ⋮ \(L_{1}\) regression estimate and its bootstrap

Cites Work

• A note on bootstrapping the sample median
• Bootstrap methods: another look at the jackknife
• Convergence of stochastic processes
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