A note on bootstrapping the variance of sample quantile (Q579785): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4015918 / rank | |||
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| Property / zbMATH Keywords | |||
empirical distribution | |||
| Property / zbMATH Keywords: empirical distribution / rank | |||
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| Property / zbMATH Keywords | |||
Borel-Cantelli lemma | |||
| Property / zbMATH Keywords: Borel-Cantelli lemma / rank | |||
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Bahadur-Kiefer representation of quantiles | |||
| Property / zbMATH Keywords: Bahadur-Kiefer representation of quantiles / rank | |||
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| Property / zbMATH Keywords | |||
consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
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| Property / zbMATH Keywords | |||
bootstrap estimate of variance | |||
| Property / zbMATH Keywords: bootstrap estimate of variance / rank | |||
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Revision as of 17:30, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on bootstrapping the variance of sample quantile |
scientific article |
Statements
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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