A note on coverage error of bootstrap confidence intervals for quantiles

DOI10.1017/S0305004100071802zbMath0799.62044OpenAlexW2168656956MaRDI QIDQ4287013

G. Alastair Young, Hall, Peter, Daniela De Angelis

Publication date: 17 November 1994

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100071802

zbMATH Keywords

smoothingconfidence intervalsquantilesnormal approximationcoverage accuracydensity estimatorpercentile bootstrapbootstrap percentile-\(t\)two-sided bootstrap intervals

Mathematics Subject Classification ID

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

Related Items

A smooth block bootstrap for quantile regression with time series, Bootstrap variance estimation for Nadaraya quantile estimator, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, Iterated smoothed bootstrap confidence intervals for population quantiles, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median

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