Coverage probabilities of bootstrap-confidence intervals for quantiles

DOI10.1214/aos/1176347995zbMath0725.62043OpenAlexW2009541120MaRDI QIDQ2277708

Edgar Kaufmann, Michael Falk

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

Related Items (12)

A note on coverage error of bootstrap confidence intervals for quantiles ⋮ Direct use of regression quantiles to construct confidence sets in linear models ⋮ Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Weak convergence for random weighting estimation of smoothed quantile processes ⋮ A residual bootstrap for conditional value-at-risk ⋮ Edgeworth expansions for studentized and prepivoted sample quantiles ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Random Weighting Estimation of Confidence Intervals for Quantiles ⋮ Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results ⋮ A note on the inverse bootstrap process for large quantiles ⋮ Bahadur representations for bootstrap quantiles

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