Random weighting-based quantile estimation via importance resampling

DOI10.1080/03610926.2018.1496256OpenAlexW2969633202WikidataQ127729361 ScholiaQ127729361MaRDI QIDQ5076939

Yongmin Zhong, Zhaohui Gao, Bingbing Gao, Wenhui Wei, Shesheng Gao, Chengfan Gu

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1496256

zbMATH Keywords

quantilesimportance resamplingrandom weighting estimationsequential variance minimization

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• bootstrap

Cites Work

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• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• A Simple Bootstrap Method for Time Series
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression

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