Coverage probabilities of bootstrap-confidence intervals for quantiles

DOI10.1214/AOS/1176347995MaRDI QIDQ2277708zbMATH OpenOpenAlexFDO

Authors Michael Falk, Edgar Kaufmann

Publication date 1991

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347995

zbMATH Keywords

distribution freeasymptotic expansion of length 2backward critical pointsbootstrapping the sample q-quantilecoverage probabilities of confidence intervals

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Recommendations

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• scientific article; zbMATH DE number 4050780

Cited in

(15)

• Random weighting estimation of confidence intervals for quantiles
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Weak convergence for random weighting estimation of smoothed quantile processes
• On the number of bootstrap simulations required to construct a confidence interval
• A note on coverage error of bootstrap confidence intervals for quantiles
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
• A residual bootstrap for conditional value-at-risk
• A smoothed bootstrap estimator for a Studentized sample quantile
• A coverage probability of bootstrap-t confidence interval for the variance
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Bahadur representations for bootstrap quantiles
• Direct use of regression quantiles to construct confidence sets in linear models
• A note on the inverse bootstrap process for large quantiles
• Inference for quantiles of a finite population: asymptotic versus resampling results

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