A note on the accuracy of bootstrap percentile method confidence intervals for a quantile

DOI10.1016/0167-7152(89)90121-1MaRDI QIDQ1122900zbMATH OpenOpenAlexFDO

Authors Michael A. Martin, Peter Hall

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90121-1

zbMATH Keywords

accelerated bias correctionboostrap iterationbootstrap percentile methodconstructing confidence intervals for quantilescoverage accuracyEdgeworth expansionsign test method

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Cites work

• Better Bootstrap Confidence Intervals
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Exact convergence rate of bootstrap quantile variance estimator
• scientific article; zbMATH DE number 4100419 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Nonparametric standard errors and confidence intervals
• On the bootstrap and confidence intervals
• Prepivoting to reduce level error of confidence sets
• Theoretical comparison of bootstrap confidence intervals

Cited in

(12)

• Unusual properties of bootstrap confidence intervals in regression problems
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Iterated smoothed bootstrap confidence intervals for population quantiles
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• Bahadur representations for bootstrap quantiles
• Percentile and percentile-t bootstrap confidence intervals: a practical comparison
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
• A note on coverage error of bootstrap confidence intervals for quantiles
• Small sample performance of quantile regression confidence intervals
• A smoothed bootstrap estimator for a Studentized sample quantile
• On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
• Functional limit theorems for inverse bootstrap processes of sample quantiles

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