A note on bootstrapping the variance of sample quantile (Q579785)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on bootstrapping the variance of sample quantile |
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A note on bootstrapping the variance of sample quantile (English)
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1986
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Let \(m_{n,p}\) denote the p-th quantile based on n observations and let \(\lambda_ p\) denote the population quantile. In this paper consistency of the bootstrap estimate of variance of \(\sqrt{n}(m_{n,p}-\lambda_ p)\) is established.
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empirical distribution
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Borel-Cantelli lemma
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Bahadur-Kiefer representation of quantiles
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consistency
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bootstrap estimate of variance
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