Bootstrapping sample quantiles in non-regular cases

DOI10.1016/S0167-7152(97)00125-9MaRDI QIDQ449898zbMATH OpenFDO

Authors Keith Knight

Publication date 2 September 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(97)00125-9

zbMATH Keywords

convex functionsnon-regular densities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A note on bootstrapping the sample median
• Bootstrap methods: another look at the jackknife
• Convergence of stochastic processes
• scientific article; zbMATH DE number 3538605 (Why is no real title available?)
• scientific article; zbMATH DE number 854966 (Why is no real title available?)

Cited in

(12)

• \(L_{1}\) regression estimate and its bootstrap
• Generalized bootstrap for estimators of minimizers of convex functions
• Generalised bootstrap in non-regular M-estimation problems
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
• Weak convergence of quantile and expectile processes under general assumptions
• Bootstrapping sample quantiles of discrete data
• Bootstrapping regression quantiles
• Bootstrapping the sample median
• Bootstrap Sample Size in Nonregular Cases
• Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
• On bootstrap sample size in extreme value theory
• scientific article; zbMATH DE number 854966 (Why is no real title available?)

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