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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap: To smooth or not to smooth? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the bootstrap and smoothed bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of testing and confidence interval methods for the median / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping the correlation coefficient: a comparison of smoothing strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Simple Estimate of the Reciprocal of the Density Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prepivoting to reduce level error of confidence sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions for sample quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals based on interpolated order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On smoothing and the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansions for nonparametric density estimators, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theoretical comparison of bootstrap confidence intervals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coverage probabilities of bootstrap-confidence intervals for quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansions for studentized and prepivoted sample quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on bootstrapping the correlation coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:29, 22 May 2024

scientific article; zbMATH DE number 549304
Language Label Description Also known as
English
A note on coverage error of bootstrap confidence intervals for quantiles
scientific article; zbMATH DE number 549304

    Statements

    A note on coverage error of bootstrap confidence intervals for quantiles (English)
    0 references
    0 references
    0 references
    0 references
    17 November 1994
    0 references
    0 references
    bootstrap percentile-\(t\)
    0 references
    percentile bootstrap
    0 references
    confidence intervals
    0 references
    quantiles
    0 references
    coverage accuracy
    0 references
    two-sided bootstrap intervals
    0 references
    smoothing
    0 references
    normal approximation
    0 references
    density estimator
    0 references