A note on the accuracy of bootstrap percentile method confidence intervals for a quantile

DOI10.1016/0167-7152(89)90121-1zbMath0676.62044OpenAlexW1963549210MaRDI QIDQ1122900

Michael A. Martin

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90121-1

zbMATH Keywords

Edgeworth expansioncoverage accuracybootstrap percentile methodaccelerated bias correctionboostrap iterationconstructing confidence intervals for quantilessign test method

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

Edgeworth expansions for studentized and prepivoted sample quantiles ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles ⋮ Double bootstrapping for visualizing the distribution of descriptive statistics of functional data ⋮ Functional limit theorems for inverse bootstrap processes of sample quantiles ⋮ Bahadur representations for bootstrap quantiles

Cites Work

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• On the bootstrap and confidence intervals
• Exact convergence rate of bootstrap quantile variance estimator
• Theoretical comparison of bootstrap confidence intervals
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• Prepivoting to reduce level error of confidence sets
• Nonparametric standard errors and confidence intervals

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