A composite quantile function estimator with applications in bootstrapping

DOI10.1080/02664760050076407zbMath0958.62031OpenAlexW2081388218MaRDI QIDQ4521415

Alan D. Hutson

Publication date: 19 December 2000

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

Full work available at URL: https://doi.org/10.1080/02664760050076407

zbMATH Keywords

bootstraporder statisticscomposite quantile function estimator

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (2)

An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage ⋮ Comparing quantile residual life functions by confidence bands

Cites Work

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• On the efficiencies of some common quick estimators
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• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• The Exact Bootstrap Mean and Variance of an L-estimator

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