An Edgeworth expansion for the m out of n bootstrapped median
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DOI10.1016/S0167-7152(00)00050-XzbMATH Open0969.62014WikidataQ126819390 ScholiaQ126819390MaRDI QIDQ1582652FDOQ1582652
Authors: Anat Sakov, P. J. Bickel
Publication date: 4 October 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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Cited In (19)
- 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
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Nonstandard quantile-regression inference
- Edgeworth expansions for network moments
- 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
- M-estimation in linear models under nonstandard conditions.
- Title not available (Why is that?)
- 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
- The impact of bootstrap methods on time series analysis
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