A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013): Difference between revisions

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+MaRDI publication profile
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+The bootstrap: To smooth or not to smooth?
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+On the bootstrap and smoothed bootstrap
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+A comparison of testing and confidence interval methods for the median
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+Q3959963
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+Bootstrap methods: another look at the jackknife
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+Bootstrapping the correlation coefficient: a comparison of smoothing strategies
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+On a Simple Estimate of the Reciprocal of the Density Function
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+Prepivoting to reduce level error of confidence sets
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+Asymptotic expansions for sample quantiles
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+Confidence intervals based on interpolated order statistics
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+On smoothing and the bootstrap
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+Edgeworth expansions for nonparametric density estimators, with applications
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+Theoretical comparison of bootstrap confidence intervals
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+Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
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+Coverage probabilities of bootstrap-confidence intervals for quantiles
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+Edgeworth expansions for studentized and prepivoted sample quantiles
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+A note on bootstrapping the correlation coefficient
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+Q4727203
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+https://doi.org/10.1017/s0305004100071802
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+W2168656956
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