An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
From MaRDI portal
Publication:1582652
DOI10.1016/S0167-7152(00)00050-XzbMath0969.62014WikidataQ126819390 ScholiaQ126819390MaRDI QIDQ1582652
Publication date: 4 October 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items
On the asymptotic accuracy of the bootstrap under arbitrary resampling size, Edgeworth expansions for network moments, A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median, Asymmetric dynamics between uncertainty and unemployment flows in the United States, M-estimation in linear models under nonstandard conditions., NONSTANDARD QUANTILE-REGRESSION INFERENCE, Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications, Specification analysis of linear quantile models, The impact of bootstrap methods on time series analysis, Specification tests of parametric dynamic conditional quantiles, Nonparametric Testing of an Exclusion Restriction in Quantile Regression, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median, A Projection-Based Nonparametric Test of Conditional Quantile Independence, A specification test for dynamic conditional distribution models with function-valued parameters, Testing for Granger-causality in quantiles
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bootstrap of the mean in the infinite variance case
- Exact convergence rate of bootstrap quantile variance estimator
- On smoothing and the bootstrap
- Some asymptotic theory for the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Asymptotic expansions for sample quantiles
- Bootstrap methods: another look at the jackknife
- Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- Large sample confidence regions based on subsamples under minimal assumptions
- Approximation Theorems of Mathematical Statistics
- Richardson Extrapolation and the Bootstrap
- A note on coverage error of bootstrap confidence intervals for quantiles
- Bootstrap Sample Size in Nonregular Cases
- The bootstrap and Edgeworth expansion