On quantile estimation by bootstrap

DOI10.1016/J.CSDA.2005.08.004zbMath1431.62106OpenAlexW1972328839MaRDI QIDQ959238

Erik Brodin

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.08.004

zbMATH Keywords

bootstraporder statistics\(L\)-estimatorquantile estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items (2)

An optimal \(L\)-statistics quantile estimator for a set of location-scale populations ⋮ Forecasting nonlinear time series with neural network sieve bootstrap

Cites Work

• Kernel Quantile Estimators
• A Smooth Nonparametric Estimator of a Quantile Function
• The Exact Bootstrap Mean and Variance of an L-estimator

This page was built for publication: On quantile estimation by bootstrap