A smoothed bootstrap estimator for a Studentized sample quantile

DOI10.1007/BF00775817MaRDI QIDQ688353zbMATH OpenFDO

Authors Daniel Janas

Publication date 2 December 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsEdgeworth expansionconvergence ratecritical pointskernel density estimateanalytic distribution functionsbootstrap quantile estimatorcoverage accuraciessmoothed bootstrap percentile-\(t\) method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• On smoothing and the bootstrap
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• A note on coverage error of bootstrap confidence intervals for quantiles
• On the smoothed bootstrap

Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 4104198 (Why is no real title available?)
• scientific article; zbMATH DE number 3734953 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Bootstrap methods: another look at the jackknife
• Bootstrapping the distance between smooth bootstrap and sample quantile distribution
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• Distribution of quantiles in samples from a bivariate population
• Edgeworth expansions for nonparametric density estimators, with applications
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Exact convergence rate of bootstrap quantile variance estimator
• Nonparametric Statistical Data Modeling
• On a Simple Estimate of the Reciprocal of the Density Function
• On smoothing and the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• On the bootstrap and confidence intervals
• On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
• On the estimation of the quantile density function
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• The performance of kernel density functions in kernel distribution function estimation
• Theoretical comparison of bootstrap confidence intervals
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Weak convergence of the maximum error of the bootstrap quantile estimate

Cited in

(13)

• Bootstrap variance estimation for Nadaraya quantile estimator
• On distribution function estimation using log-odds interpolation
• Bootstrapping the distance between smooth bootstrap and sample quantile distribution
• On smoothing and the bootstrap
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface
• scientific article; zbMATH DE number 96989 (Why is no real title available?)
• A composite quantile function estimator with applications in bootstrapping
• Improved confidence intervals for quantiles
• Confidence intervals centred on bootstrap smoothed estimators
• Iterated smoothed bootstrap confidence intervals for population quantiles
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Density estimation using bootstrap quantile variance and quantile-mean covariance

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