A note on coverage error of bootstrap confidence intervals for quantiles

DOI10.1017/S0305004100071802zbMath0799.62044OpenAlexW2168656956MaRDI QIDQ4287013

G. Alastair Young, Daniela De Angelis

Publication date: 17 November 1994

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100071802

zbMATH Keywords

smoothingconfidence intervalsquantilesnormal approximationcoverage accuracydensity estimatorpercentile bootstrapbootstrap percentile-\(t\)two-sided bootstrap intervals

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (5)

A smooth block bootstrap for quantile regression with time series ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles ⋮ An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median

Cites Work

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• Confidence intervals based on interpolated order statistics
• Theoretical comparison of bootstrap confidence intervals
• On smoothing and the bootstrap
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• Bootstrap methods: another look at the jackknife
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• On the bootstrap and smoothed bootstrap
• A note on bootstrapping the correlation coefficient
• The bootstrap: To smooth or not to smooth?
• Prepivoting to reduce level error of confidence sets
• Edgeworth expansions for nonparametric density estimators, with applications
• Bootstrapping the correlation coefficient: a comparison of smoothing strategies
• On a Simple Estimate of the Reciprocal of the Density Function

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