Exact convergence rate of bootstrap quantile variance estimator
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DOI10.1007/BF00356105zbMATH Open0637.62038OpenAlexW1969284109WikidataQ56051051 ScholiaQ56051051MaRDI QIDQ1098513FDOQ1098513
Authors: Michael A. Martin, Peter Hall 
Publication date: 1988
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00356105
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Cites Work
- Bootstrap methods: another look at the jackknife
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- Nonparametric Statistical Data Modeling
- A note on bootstrapping the sample median
- On a Simple Estimate of the Reciprocal of the Density Function
- On the estimation of the quantile density function
- Asymptotically efficient estimation of the sparsity function at a point
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
- Curve Estimates
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- A finite sample estimate of the variance of the sample median
- A note on bootstrapping the variance of sample quantile
- THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
- On the Lack of a Uniformly Consistent Sequence of Estimators of a Density Function in Certain Cases
- AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN
- On the Mean Character and Variance of a Ranked Individual, and on the Mean and Variance of the Intervals Between Ranked Individuals
Cited In (20)
- Bias in parametric estimation: reduction and useful side-effects
- Simulating risk measures via asymptotic expansions for relative errors
- Optimizing the smoothed bootstrap
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Sufficient m-out-of-n (m/n) bootstrap
- Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
- Density estimation using bootstrap quantile variance and quantile-mean covariance
- The bias of the Mle, an example of the behaviour of different corrections in genetic models
- An asymptotic analysis of the bootstrap bias correction for the empirical CTE
- Bootstrap variance estimation for Nadaraya quantile estimator
- A smoothed bootstrap estimator for a Studentized sample quantile
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Improved confidence intervals for quantiles
- Convergence Rate of the Dependent Bootstrapped Means
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Edgeworth expansions for nonparametric distribution estimation with applications
- The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling
- On the dispersion of multivariate median
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