A note on coverage error of bootstrap confidence intervals for quantiles
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Publication:4287013
DOI10.1017/S0305004100071802zbMath0799.62044MaRDI QIDQ4287013
Hall, Peter, G. Alastair Young, Daniela De Angelis
Publication date: 17 November 1994
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
smoothing; confidence intervals; quantiles; normal approximation; coverage accuracy; density estimator; percentile bootstrap; bootstrap percentile-\(t\); two-sided bootstrap intervals
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
Related Items
Bootstrap variance estimation for Nadaraya quantile estimator, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median, Iterated smoothed bootstrap confidence intervals for population quantiles
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