Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
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Publication:816376
DOI10.1007/BF02507026zbMath1083.62038MaRDI QIDQ816376
K. Y. Cheung, Stephen M. S. Lee
Publication date: 10 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (3)
Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Density estimation using bootstrap quantile variance and quantile-mean covariance
Cites Work
- Bootstrap of the mean in the infinite variance case
- Exact convergence rate of bootstrap quantile variance estimator
- On smoothing and the bootstrap
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- A note on proving that the (modified) bootstrap works
- IMPROVED BOOTSTRAP THROUGH MODIFIED RESAMPLE SIZE
- Bootstrap Sample Size in Nonregular Cases
- On a Class of m out of n Bootstrap Confidence Intervals
- Modified bootstrap consistency rates for \(U\)-quantiles
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