On using the jackknife to estimate quantile variance

DOI10.2307/3315563MaRDI QIDQ3481063zbMATH OpenOpenAlexFDO

Authors Michael A. Martin

Publication date 1990

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315563

zbMATH Keywords

asymptotic Weibull distributionestimating the variance of a sample quantilejackknife estimatorjackknife variance estimatestudentized statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Recommendations

• A general theory for jackknife variance estimation
• Consistency of jackknife estimators of the variances of simple quantiles
• Some asymptotic results for jackknifing the sample quantile
• Jackknife method for intermediate quantiles
• Confidence intervals for quantile estimation using jackknife techniques

Cites work

• A comparison of testing and confidence interval methods for the median
• A general theory for jackknife variance estimation
• A note on bootstrapping the sample median
• Bootstrap methods: another look at the jackknife
• Consistency of jackknife estimators of the variances of simple quantiles
• Distribution of quantiles in samples from a bivariate population
• scientific article; zbMATH DE number 4104198 (Why is no real title available?)
• scientific article; zbMATH DE number 3433376 (Why is no real title available?)
• On a Simple Estimate of the Reciprocal of the Density Function
• Quantile interval estimation

Cited in

(22)

• Jackknife method for intermediate quantiles
• A quadratic approximation for jackknife estimators of the variance of sample mean functions
• An improvement of the jackknife distribution function estimator
• The iterated jackknife estimate of variance
• Asymptotic results in jackknifing nonsmooth functions of the sample mean vector
• The jackknife's edge: inference for censored regression quantiles
• A general theory for jackknife variance estimation
• Jackknife empirical likelihood method for copulas
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
• Second-order approximations of finite populationL-statistics
• Variance estimation for the jackknife using von Mises expansions
• scientific article; zbMATH DE number 3846663 (Why is no real title available?)
• Consistency of jackknife estimators of the variances of simple quantiles
• Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques
• Jackknifing R-estimators
• scientific article; zbMATH DE number 1536239 (Why is no real title available?)
• Improvements of jackknife confidence limit methods
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Smoothed jackknife empirical likelihood method for tail copulas
• Confidence intervals for quantile estimation using jackknife techniques
• Realised quantile-based estimation of the integrated variance
• Some asymptotic results for jackknifing the sample quantile

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