An Edgeworth expansion for the m out of n bootstrapped median
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- A note on coverage error of bootstrap confidence intervals for quantiles
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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- Bootstrap methods: another look at the jackknife
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- Large sample confidence regions based on subsamples under minimal assumptions
- On smoothing and the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Richardson Extrapolation and the Bootstrap
- Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
- Some asymptotic theory for the bootstrap
- The bootstrap and Edgeworth expansion
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
Cited in
(19)- The impact of bootstrap methods on time series analysis
- Nonparametric testing of an exclusion restriction in quantile regression
- A robust test for monotonicity in asset returns
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- Edgeworth expansions for network moments
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Nonstandard quantile-regression inference
- Testing for Granger-causality in quantiles
- Specification analysis of linear quantile models
- Approximations to distribution of median in stratified samples
- A specification test for dynamic conditional distribution models with function-valued parameters
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
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- Specification tests of parametric dynamic conditional quantiles
- Asymmetric dynamics between uncertainty and unemployment flows in the United States
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
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