A note on bootstrapping the variance of sample quantile

DOI10.1007/BF02482530zbMath0625.62018MaRDI QIDQ579785

Gutti Jogesh Babu

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyBorel-Cantelli lemmaempirical distributionBahadur-Kiefer representation of quantilesbootstrap estimate of variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items

On the dispersion of multivariate median ⋮ The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling ⋮ Exact convergence rate of bootstrap quantile variance estimator ⋮ Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population ⋮ Density estimation using bootstrap quantile variance and quantile-mean covariance ⋮ A Tutorial on Quantile Estimation via Monte Carlo ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Subsample and half-sample methods ⋮ Estimating the variance of the sample median, discrete case ⋮ Bootstrapping the sample median ⋮ On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles ⋮ Non-nested model selection based on the quantiles and it’s application in time series

Cites Work

• Inference on means using the bootstrap
• A note on bootstrapping the sample median
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• On deviations between empirical and quantile processes for mixing random variables
• Bootstrap methods: another look at the jackknife
• On Bahadur's Representation of Sample Quantiles
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