Bootstrapping sample quantiles of discrete data
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- A fractional order statistic towards defining a smooth quantile function for discrete data
- A new distribution-free quantile estimator
- A note on proving that the (modified) bootstrap works
- Approximation theorems of mathematical statistics
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- Asymptotic theory for bootstrapping the extremes
- Blockwise bootstrap of the estimated empirical process based on -weakly dependent observations
- Bootstrap methods: another look at the jackknife
- Bootstrapping the sample quantile of a weakly dependent sequence
- Confidence intervals for endpoints of a c.d.f. via bootstrap
- Convergence of stochastic processes
- Coupling for minimal distance
- Dependent wild bootstrap for degenerate U- and V-statistics
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Integer-Valued GARCH Process
- Inventory service-levels in the customer supply chain
- New dependence coefficients. Examples and applications to statistics
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process
- On weak dependence conditions for Poisson autoregressions
- On weak dependence conditions: the case of discrete valued processes
- Poisson autoregression
- Probabilistic index models. With discussion and authors' reply
- Quantile estimation for discrete data via empirical likelihood
- Quantile probability and statistical data modeling
- Some ARMA models for dependent sequences of poisson counts
- Some asymptotic theory for the bootstrap
- Some recent progress in count time series
- Some results on the influence of extremes on the bootstrap
- The m(n) out of k(n) bootstrap for partial sums of St. Petersburg type games
- Thinning operations for modeling time series of counts -- a survey
- When does bootstrap work! Asymptotic results and simulations
Cited in
(7)- Discrete quantile estimation
- Quantile estimation for discrete data via empirical likelihood
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- Efficient accounting for estimation uncertainty in coherent forecasting of count processes
- Nonparametric estimation of the random coefficients model: an elastic net approach
- Bootstrapping INAR models
- On median and quartile sets of ordered random variables
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