A composite quantile function estimator with applications in bootstrapping

DOI10.1080/02664760050076407MaRDI QIDQ4521415zbMATH OpenOpenAlexFDO

Authors Alan D. Hutson

Publication date 19 December 2000

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760050076407

zbMATH Keywords

bootstrapcomposite quantile function estimatororder statistics

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Recommendations

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Cites work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymmetric quasimedians: Remarks on an anomaly
• Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
• Bootstrapping statistical functionals
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• On the efficiencies of some common quick estimators
• Optimal choice between parametric and non-parametric bootstrap estimates
• The bootstrap: To smooth or not to smooth?
• The Exact Bootstrap Mean and Variance of an L-estimator

Cited in

(4)

• An investigation of quantile function estimators relative to quantile confidence interval coverage
• The generalized sigmoidal quantile function
• Comparing quantile residual life functions by confidence bands
• Application of the bootstrap method for estimation of the quantile function

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