Bootstrap variance estimation for Nadaraya quantile estimator

DOI10.1007/S11749-009-0137-YzbMATH Open1203.62072OpenAlexW2137747610MaRDI QIDQ619166FDOQ619166

Authors: K. Y. Cheung, S. M. S. Lee 

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0137-y

Recommendations

• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
• On smoothing and the bootstrap
• A note on bootstrapping the variance of sample quantile
• Exact convergence rate of bootstrap quantile variance estimator
• On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles

zbMATH Keywords

smoothed bootstrapNadaraya quantile estimatororder-calibration

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• Iterated smoothed bootstrap confidence intervals for population quantiles
• Prepivoting to reduce level error of confidence sets
• On smoothing and the bootstrap
• The bootstrap: To smooth or not to smooth?
• Smooth estimate of quantiles under association
• Title not available (Why is that?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Some New Estimates for Distribution Functions
• Bandwidth selection for kernel density estimation
• Local Bandwidth Selection for Kernel Estimates
• On bootstrap resampling and iteration
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• A note on quantile estimation for long-range dependent stochastic processes
• Correcting the negativity of high-order kernel density estimators
• Title not available (Why is that?)
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• Exact convergence rate of bootstrap quantile variance estimator
• Edgeworth expansions for studentized and prepivoted sample quantiles
• The mean-square error of Bahadur's order-statistic approximation
• Smoothing the Bootstrap
• A note on coverage error of bootstrap confidence intervals for quantiles
• Title not available (Why is that?)
• A smoothed bootstrap estimator for a Studentized sample quantile
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap

Cited In (5)

• On quantile estimation by bootstrap
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
• Exact convergence rate of bootstrap quantile variance estimator
• Extreme quantiles and tail index of a distribution based on kernel estimator
• Smoothing Quantile Regressions

This page was built for publication: Bootstrap variance estimation for Nadaraya quantile estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q619166)