Bootstrapping sample quantiles in non-regular cases

DOI10.1016/S0167-7152(97)00125-9zbMATH Open1246.62115MaRDI QIDQ449898FDOQ449898

Authors: Keith Knight 

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

convex functionsnon-regular densities

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• Convergence of stochastic processes
• A note on bootstrapping the sample median
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (10)

• Generalized bootstrap for estimators of minimizers of convex functions
• Bootstrap Sample Size in Nonregular Cases
• Weak convergence of quantile and expectile processes under general assumptions
• Title not available (Why is that?)
• Generalised bootstrap in non-regular M-estimation problems
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
• On bootstrap sample size in extreme value theory
• Bootstrapping sample quantiles of discrete data
• \(L_{1}\) regression estimate and its bootstrap
• Bootstrapping regression quantiles

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