Bootstrap variance estimation for Nadaraya quantile estimator
From MaRDI portal
Publication:619166
DOI10.1007/S11749-009-0137-YzbMath1203.62072OpenAlexW2137747610MaRDI QIDQ619166
Stephen M. S. Lee, K. Y. Cheung
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-009-0137-y
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A smoothed bootstrap estimator for a Studentized sample quantile
- Correcting the negativity of high-order kernel density estimators
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
- Exact convergence rate of bootstrap quantile variance estimator
- On smoothing and the bootstrap
- Bandwidth selection for kernel density estimation
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Smooth estimate of quantiles under association
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
- A note on quantile estimation for long-range dependent stochastic processes
- The mean-square error of Bahadur's order-statistic approximation
- The bootstrap: To smooth or not to smooth?
- On bootstrap resampling and iteration
- Prepivoting to reduce level error of confidence sets
- Local Bandwidth Selection for Kernel Estimates
- Smoothing the Bootstrap
- A note on coverage error of bootstrap confidence intervals for quantiles
- Some New Estimates for Distribution Functions
This page was built for publication: Bootstrap variance estimation for Nadaraya quantile estimator