Application of the bootstrap method for estimation of the quantile function

DOI10.1134/S0005117907110045zbMath1146.93386OpenAlexW2031458759MaRDI QIDQ927585

B. V. Vishnyakov, A. I. Kibzun

Publication date: 9 June 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117907110045

zbMATH Keywords

bootstrap procedureCauchy, uniform, normal distributionstatistical criteria

Mathematics Subject Classification ID

Related Items (2)

Stochastic quasigradient algorithm to minimize the function of integral quantile ⋮ Forecasting credit portfolio components with a Markov chain model

Uses Software

• bootlib

Cites Work

• Bootstrap methods: another look at the jackknife
• Iterated smoothed bootstrap confidence intervals for population quantiles
• On the Lambert \(w\) function
• On blocking rules for the bootstrap with dependent data
• The bootstrap and Edgeworth expansion
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