Bahadur representations for bootstrap quantiles
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Cites work
- scientific article; zbMATH DE number 1239643 (Why is no real title available?)
- scientific article; zbMATH DE number 3359489 (Why is no real title available?)
- A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes
- A New Proof of the Bahadur Representation of Quantiles and an Application
- A Note on Quantiles in Large Samples
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Approximation Theorems of Mathematical Statistics
- Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
- Asymptotic properties of the balanced repeated replication method for sample quantiles
- Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Bootstrap methods: another look at the jackknife
- Confidence Intervals for Medians and Other Position Measures
- Coverage probabilities of bootstrap-confidence intervals for quantiles
- Direct use of regression quantiles to construct confidence sets in linear models
- Nearly root-\(n\) approximation for regression quantile processes
- On Bahadur's Representation of Sample Quantiles
- On the Bahadur representation of sample quantiles for dependent sequences
- On the asymptotic accuracy of Efron's bootstrap
- On weighted U-statistics for stationary processes.
- Quantile estimation with a complex survey design
- Random graphs and the strong convergence of bootstrap means
- Some asymptotic theory for the bootstrap
- Strong law for the bootstrap
- The bootstrap and Edgeworth expansion
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