An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median

DOI10.1016/S0167-7152(00)00050-XzbMath0969.62014WikidataQ126819390 ScholiaQ126819390MaRDI QIDQ1582652

Anat Sakov, Peter J. Bickel

Publication date: 4 October 2001

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

zbMATH Keywords

medianEdgeworth expansionm out of n bootstrapbootstrap distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (15)

On the asymptotic accuracy of the bootstrap under arbitrary resampling size ⋮ Edgeworth expansions for network moments ⋮ A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median ⋮ Asymmetric dynamics between uncertainty and unemployment flows in the United States ⋮ M-estimation in linear models under nonstandard conditions. ⋮ NONSTANDARD QUANTILE-REGRESSION INFERENCE ⋮ Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications ⋮ Specification analysis of linear quantile models ⋮ The impact of bootstrap methods on time series analysis ⋮ Specification tests of parametric dynamic conditional quantiles ⋮ Nonparametric Testing of an Exclusion Restriction in Quantile Regression ⋮ An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence ⋮ A specification test for dynamic conditional distribution models with function-valued parameters ⋮ Testing for Granger-causality in quantiles

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