Nonparametric bootstrap confidence sets for the quantile ratio
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Cites work
- A Brief Survey of Bandwidth Selection for Density Estimation
- Asymptotic and bootstrap inference for inequality and poverty measures
- Asymptotic Statistics
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- Bootstrap standard error estimates and inference
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- Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
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- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- Impossible inference in econometrics: theory and applications
- Income distribution and inequality measurement: the problem of extreme values
- Invariance, Nonlinear Models, and Asymptotic Tests
- On smoothing and the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
- On the estimation of the quantile density function
- Pareto and Generalized Pareto Distributions
- Permutation Tests for Comparing Inequality Measures
- Robustness Properties of Inequality Measures
- Some asymptotic theory for the bootstrap
- Some Generalized Functions for the Size Distribution of Income
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
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