Improved confidence intervals for quantiles
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Recommendations
- Edgeworth expansion for the kernel quantile estimator
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion
- scientific article; zbMATH DE number 7339369
- Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and quantiles of kernel density estimates
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
- A smoothed bootstrap estimator for a Studentized sample quantile
- Approximation Theorems of Mathematical Statistics
- Asymptotic normality of the kernel quantile estimator
- Conditional value-at-risk: optimization approach
- Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
- Dual Stochastic Dominance and Related Mean-Risk Models
- Edgeworth expansion for the kernel quantile estimator
- Edgeworth expansions for nonparametric density estimators, with applications
- Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance
- Exact convergence rate of bootstrap quantile variance estimator
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Improvements of jackknife confidence limit methods
- Kernel Quantile Estimators
- Large Deviation Probabilities for U-Statistics
- Quantile estimators and covering probabilities
- Relative deficiency of kernel type estimators of quantiles
- Smooth optimum kernel estimators of densities, regression curves and modes
- Splitting a Single State of a Stationary Process into Markovian States
Cited in
(10)- scientific article; zbMATH DE number 7339369 (Why is no real title available?)
- Edgeworth expansion for the kernel quantile estimator
- Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
- Analysis of sequential quality improvement plans to obtain confidence bounds
- A note on Woodruff confidence intervals for quantiles
- Weighted allocations, their concomitant-based estimators, and asymptotics
- Improved confidence regions based on Edgeworth expansions
- Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and quantiles of kernel density estimates
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
- Calibrated interpolated confidence intervals for population quantiles
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