scientific article; zbMATH DE number 854966
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Publication:4869752
zbMATH Open0839.62052MaRDI QIDQ4869752FDOQ4869752
Author name not available (Why is that?)
Publication date: 12 March 1996
Title of this publication is not available (Why is that?)
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- scientific article; zbMATH DE number 854581
- On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cited In (8)
- Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
- Generalised bootstrap in non-regular M-estimation problems
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions
- Bootstrapping sample quantiles in non-regular cases
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- M-estimation in linear models under nonstandard conditions.
- Proportional Hazards Model with a Change Point for Clustered Event Data
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