Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555): Difference between revisions

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+Prepivoting to reduce level error of confidence sets
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+On a Simple Estimate of the Reciprocal of the Density Function
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+Rates of convergence for the distance between distribution function estimators
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+Bootstrap methods: another look at the jackknife
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+Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
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+On the estimation of the quantile density function
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+Weak convergence of the maximum error of the bootstrap quantile estimate
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+Functional limit theorems for inverse bootstrap processes of sample quantiles
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+Coverage probabilities of bootstrap-confidence intervals for quantiles
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+Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
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+Bootstrapping the distance between smooth bootstrap and sample quantile distribution
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+Theoretical comparison of bootstrap confidence intervals
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+Edgeworth expansions for nonparametric density estimators, with applications
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+On smoothing and the bootstrap
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+Exact convergence rate of bootstrap quantile variance estimator
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+A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
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+The performance of kernel density functions in kernel distribution function estimation
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+Nonparametric Statistical Data Modeling
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+Approximate distributions of order statistics. With applications to nonparametric statistics
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+Distribution of quantiles in samples from a bivariate population
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+On the asymptotic accuracy of Efron's bootstrap
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+The oscillation behavior of empirical processes
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