Exact convergence rate of bootstrap quantile variance estimator (Q1098513)

It is shown that the relative error of the bootstrap quantile variance estimator is of precise order \(n^{-1/4}\), where n denotes sample size. Likewise, the error of the bootstrap sparsity function estimator is of precise order \(n^{-1/4}\). Therefore as point estimators these estimators converge more slowly than the Bloch-Gastwirth estimator and kernel estimators, which typically have smaller errors of order at most \(n^{-2/5}\).