Exact convergence rate of bootstrap quantile variance estimator
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Cites work
- scientific article; zbMATH DE number 3881695 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3538576 (Why is no real title available?)
- scientific article; zbMATH DE number 3204183 (Why is no real title available?)
- A finite sample estimate of the variance of the sample median
- A note on bootstrapping the sample median
- A note on bootstrapping the variance of sample quantile
- AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN
- Asymptotically efficient estimation of the sparsity function at a point
- Bootstrap methods: another look at the jackknife
- Curve Estimates
- Nonparametric Statistical Data Modeling
- On a Simple Estimate of the Reciprocal of the Density Function
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- On the Lack of a Uniformly Consistent Sequence of Estimators of a Density Function in Certain Cases
- On the Mean Character and Variance of a Ranked Individual, and on the Mean and Variance of the Intervals Between Ranked Individuals
- On the estimation of the quantile density function
- Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
- THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
Cited in
(20)- Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
- Sufficient m-out-of-n (m/n) bootstrap
- An asymptotic analysis of the bootstrap bias correction for the empirical CTE
- Bootstrap variance estimation for Nadaraya quantile estimator
- Edgeworth expansions for studentized and prepivoted sample quantiles
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
- Edgeworth expansions for nonparametric distribution estimation with applications
- The bias of the Mle, an example of the behaviour of different corrections in genetic models
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Optimizing the smoothed bootstrap
- Bias in parametric estimation: reduction and useful side-effects
- The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Simulating risk measures via asymptotic expansions for relative errors
- A smoothed bootstrap estimator for a Studentized sample quantile
- Improved confidence intervals for quantiles
- Convergence Rate of the Dependent Bootstrapped Means
- On the dispersion of multivariate median
- Density estimation using bootstrap quantile variance and quantile-mean covariance
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