A note on bootstrapping the variance of sample quantile (Q579785): Difference between revisions

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Latest revision as of 11:12, 18 June 2024

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A note on bootstrapping the variance of sample quantile
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    A note on bootstrapping the variance of sample quantile (English)
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    1986
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    Let \(m_{n,p}\) denote the p-th quantile based on n observations and let \(\lambda_ p\) denote the population quantile. In this paper consistency of the bootstrap estimate of variance of \(\sqrt{n}(m_{n,p}-\lambda_ p)\) is established.
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    empirical distribution
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    Borel-Cantelli lemma
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    Bahadur-Kiefer representation of quantiles
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    consistency
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    bootstrap estimate of variance
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