A note on bootstrapping the sample median

From MaRDI portal
Publication:794361

DOI10.1214/aos/1176346731zbMath0541.62010OpenAlexW2031526854MaRDI QIDQ794361

Kesar Singh, William C. Parr, Malay Ghosh, Gutti Jogesh Babu

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346731




Related Items (38)

The bootstrap: Some large sample theory and connections with robustnessMaximum likelihood and the bootstrap for nonlinear dynamic modelsSemi-parametric survival function estimators deduced from an identifying Volterra type integral equationOn the dispersion of multivariate medianThe Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance SamplingExact convergence rate of bootstrap quantile variance estimatorExtensions of the Markov chain marginal bootstrapResampling estimation when observations are m–dependentHalf-sample variance estimationSegmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression studyOn using the jackknife to estimate quantile varianceOn the construction of nonparametric density function estimators using the bootstrapBootstrapping quantiles in the proportional hazards model of random censorshipA corrected Clarke test for model selection and beyondGeneralised regression estimation via the bootstrapQuantile-based MANOVA: a new tool for inferring multivariate data in factorial designsBootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series ModelsAsymptotic properties of sample quantiles from a finite populationNormal limits, nonnormal limits, and the bootstrap for quantiles of dependent dataInterval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or SpecificityBootstrapping sample quantiles in non-regular casesKesar Singh's contributions to statistical methodologyEmpirical likelihood for partially linear modelsChoice of optimal trimming proportion by the random weighting methodStrong consistency under the Koziol-Green modelSmall sample performance of quantile regression confidence intervalsBootstrap variance estimators with truncationA note on bootstrapping the variance of sample quantileEstimating the variance of the sample median, discrete caseBootstrap choice of tuning parametersBootstrap estimation of the asymptotic variances of statistical functionalsBootstrapping statistical functionalsA modified bootstrap estimator for the mean of an asymmetric distributionQANOVA: quantile-based permutation methods for general factorial designsBootstrapping the sample medianA Smooth Block Bootstrap for Statistical Functionals and Time SeriesEfficient computation of the performance of bootstrap and jackknife estimators of the variance ofL-statisticsOn the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles






This page was built for publication: A note on bootstrapping the sample median