Bootstrapping sample quantiles of discrete data

DOI10.1007/S10463-015-0503-3zbMATH Open1432.62125OpenAlexW1964940829MaRDI QIDQ287523FDOQ287523

Authors: Carsten Jentsch, Anne Leucht 

Publication date: 20 May 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://madoc.bib.uni-mannheim.de/36588/1/Jentsch_und_Leucht_14-15.pdf

Recommendations

• Bootstrapping sample quantiles in non-regular cases
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• A note on bootstrapping the variance of sample quantile
• Asymptotic properties of sample quantiles from a finite population

zbMATH Keywords

bootstrap inconsistencycount processesinteger-valued processesm-out-of-n bootstrapmid-distribution function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

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Cited In (7)

• Quantile estimation for discrete data via empirical likelihood
• Title not available (Why is that?)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes
• Nonparametric estimation of the random coefficients model: an elastic net approach
• Bootstrapping INAR models
• On median and quartile sets of ordered random variables
• Discrete quantile estimation

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