On quantile estimation by bootstrap

DOI10.1016/J.CSDA.2005.08.004MaRDI QIDQ959238zbMATH OpenOpenAlexFDO

Authors Erik Brodin

Publication date 11 December 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2005.08.004

zbMATH Keywords

bootstraporder statisticsquantile estimation\(L\)-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Smooth Nonparametric Estimator of a Quantile Function
• Kernel Quantile Estimators
• The Exact Bootstrap Mean and Variance of an L-estimator

Cited in

(10)

• scientific article; zbMATH DE number 854966 (Why is no real title available?)
• scientific article; zbMATH DE number 7599147 (Why is no real title available?)
• Bootstrapping regression quantiles
• Forecasting nonlinear time series with neural network sieve bootstrap
• A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions
• A composite quantile function estimator with applications in bootstrapping
• A new quantile estimator with weights based on a subsampling approach
• An optimal \(L\)-statistics quantile estimator for a set of location-scale populations
• scientific article; zbMATH DE number 7219013 (Why is no real title available?)
• Application of the bootstrap method for estimation of the quantile function

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