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

consistency; Borel-Cantelli lemma; empirical distribution; Bahadur-Kiefer representation of quantiles; bootstrap estimate of variance

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

Related Items

Estimating the variance of the sample median, discrete case, On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles, Exact convergence rate of bootstrap quantile variance estimator, Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population, Subsample and half-sample methods, On the dispersion of multivariate median, Bootstrapping the sample median

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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