Pages that link to "Item:Q579785"
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The following pages link to A note on bootstrapping the variance of sample quantile (Q579785):
Displaying 11 items.
- Estimating the variance of the sample median, discrete case (Q756328) (← links)
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles (Q805107) (← links)
- Exact convergence rate of bootstrap quantile variance estimator (Q1098513) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- On the dispersion of multivariate median (Q1335358) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Bootstrapping the sample median (Q4213995) (← links)
- Non-nested model selection based on the quantiles and it’s application in time series (Q5022777) (← links)
- A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
