A note on coverage error of bootstrap confidence intervals for quantiles

DOI10.1017/S0305004100071802MaRDI QIDQ4287013zbMATH OpenOpenAlexFDO

Authors Daniela De Angelis, G. Alastair Young, Peter Hall

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

normal approximationsmoothingconfidence intervalsquantilescoverage accuracydensity estimatorpercentile bootstrapbootstrap percentile-\(t\)two-sided bootstrap intervals

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A comparison of testing and confidence interval methods for the median
• A note on bootstrapping the correlation coefficient
• Asymptotic expansions for sample quantiles
• Bootstrap methods: another look at the jackknife
• Bootstrapping the correlation coefficient: a comparison of smoothing strategies
• Confidence intervals based on interpolated order statistics
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• Edgeworth expansions for nonparametric density estimators, with applications
• Edgeworth expansions for studentized and prepivoted sample quantiles
• On a Simple Estimate of the Reciprocal of the Density Function
• On smoothing and the bootstrap
• On the bootstrap and smoothed bootstrap
• Prepivoting to reduce level error of confidence sets
• The bootstrap: To smooth or not to smooth?
• Theoretical comparison of bootstrap confidence intervals
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

Cited in

(15)

• A smooth block bootstrap for quantile regression with time series
• Iterated smoothed bootstrap confidence intervals for population quantiles
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• On the asymptotic theory of new bootstrap confidence bounds
• A composite quantile function estimator with applications in bootstrapping
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Bootstrap variance estimation for Nadaraya quantile estimator
• A smoothed bootstrap estimator for a Studentized sample quantile
• A coverage probability of bootstrap-t confidence interval for the variance
• Small sample performance of quantile regression confidence intervals
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• scientific article; zbMATH DE number 4064269 (Why is no real title available?)
• Unusual properties of bootstrap confidence intervals in regression problems
• Optimal bootstrap sample size in construction of percentile confidence bounds
• Improving coverage accuracy of nonparametric prediction intervals

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