Edgeworth expansions for studentized and prepivoted sample quantiles

DOI10.1016/0167-7152(92)90205-JzbMath0761.62016OpenAlexW2060273123MaRDI QIDQ1195555

Daniel Janas, Michael Falk

Publication date: 14 December 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90205-j

zbMATH Keywords

sample quantilesmoothed bootstrapcoverage probabilitiesone-sided confidence intervalsprepivotingkernel density estimatepercentile methodsign test methodEdgeworth expansions of length twolevel errorsstudentized sample quantiletwo-sides confidence intervals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

A note on coverage error of bootstrap confidence intervals for quantiles ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles ⋮ On the accuracy of bootstrapping sample quantiles of strongly mixing sequences

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