Jackknife method for intermediate quantiles

DOI10.1016/J.JSPI.2008.10.022MaRDI QIDQ1015887zbMATH OpenOpenAlexFDO

Authors Liang Peng, Jingping Yang

Publication date 30 April 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.10.022

zbMATH Keywords

jackknifeextreme value indexcoverage probabilityintermediate quantile

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3630061 (Why is no real title available?)
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• scientific article; zbMATH DE number 3277118 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
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• Extreme value theory. An introduction.
• Limit Distributions for Order Statistics. I
• Limit theorems for tail processes with application to intermediate quantile estimation
• On Limit Distributions for Order Statistics
• On Smooth Statistical Tail Functionals
• On limiting distributions of intermediate order statistics from stationary sequences
• On stability of intermediate order statistics
• On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
• On the estimation of the extreme-value index and large quantile estimation
• On using the jackknife to estimate quantile variance
• Rate of convergence of intermediate order statistics
• Tail index estimation based on linear combinations of intermediate order statistics

Cited in

(8)

• On distribution function estimation using log-odds interpolation
• Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
• On using the jackknife to estimate quantile variance
• Jackknife methods for left-truncated data
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Confidence intervals for quantile estimation using jackknife techniques
• Empirical likelihood method for intermediate quantiles
• Jackknife empirical likelihood method for some risk measures and related quantities

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