Bootstrap variance estimation for Nadaraya quantile estimator

DOI10.1007/S11749-009-0137-YMaRDI QIDQ619166zbMATH OpenOpenAlexFDO

Authors K. Y. Cheung, S. M. S. Lee

Publication date 22 January 2011

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s11749-009-0137-y

zbMATH Keywords

smoothed bootstrapNadaraya quantile estimatororder-calibration

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

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Cites work

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• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 774869 (Why is no real title available?)
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• Local Bandwidth Selection for Kernel Estimates
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
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• On smoothing and the bootstrap
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• Smoothing the Bootstrap
• Some New Estimates for Distribution Functions
• The bootstrap: To smooth or not to smooth?
• The mean-square error of Bahadur's order-statistic approximation
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap

Cited in

(5)

• On quantile estimation by bootstrap
• Exact convergence rate of bootstrap quantile variance estimator
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
• Smoothing Quantile Regressions
• Extreme quantiles and tail index of a distribution based on kernel estimator

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