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

coverage probabilityextreme value indexintermediate quantilejackknife

Mathematics Subject Classification ID

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

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Cites work

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• 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?)
• Limit Distributions for Order Statistics. I
• Limit theorems for tail processes with application to intermediate quantile estimation
• On Limit Distributions for Order Statistics
• On limiting distributions of intermediate order statistics from stationary sequences
• On Smooth Statistical Tail Functionals
• 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

(9)

• On distribution function estimation using log-odds interpolation
• Jackknife empirical likelihood method for some risk measures and related quantities
• On using the jackknife to estimate quantile variance
• JACKKNIFING: HIGHER ORDER ACCURATE CONFIDENCE INTERVALS
• Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
• 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 methods for left-truncated data

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