On using the jackknife to estimate quantile variance

DOI10.2307/3315563zbMath0702.62017OpenAlexW1968274687MaRDI QIDQ3481063

Michael A. Martin

Publication date: 1990

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315563

zbMATH Keywords

jackknife estimatorstudentized statisticasymptotic Weibull distributionestimating the variance of a sample quantilejackknife variance estimate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (5)

Smoothed jackknife empirical likelihood method for tail copulas ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Jackknife empirical likelihood method for copulas ⋮ Jackknife method for intermediate quantiles ⋮ Second-order approximations of finite populationL-statistics

Cites Work

• A comparison of testing and confidence interval methods for the median
• A note on bootstrapping the sample median
• Bootstrap methods: another look at the jackknife
• A general theory for jackknife variance estimation
• Distribution of quantiles in samples from a bivariate population
• Consistency of jackknife estimators of the variances of simple quantiles
• Quantile interval estimation
• On a Simple Estimate of the Reciprocal of the Density Function
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