On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles

DOI10.1016/0047-259X(91)90032-WzbMath0728.62043MaRDI QIDQ805107

Michael A. Martin, Hall, Peter

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionstudentizationbootstrap estimate of sample quantile variancebootstrap variance estimatecoverage error of confidence intervalslevel error of hypothesis testsone-sided casepopulation quantilesSiddiqui-Bloch-Gastwirth variance estimatetwo-sided case

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

On the dispersion of multivariate median ⋮ Sufficient m-out-of-n (m/n) bootstrap ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles

Cites Work

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• On a Simple Estimate of the Reciprocal of the Density Function