A smoothed bootstrap estimator for a Studentized sample quantile

DOI10.1007/BF00775817zbMATH Open0778.62038MaRDI QIDQ688353FDOQ688353

Publication date: 2 December 1993

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

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On smoothing and the bootstrap
Edgeworth expansions for studentized and prepivoted sample quantiles
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
A note on coverage error of bootstrap confidence intervals for quantiles
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zbMATH Keywords

confidence intervals Edgeworth expansion convergence rate critical points kernel density estimate analytic distribution functions bootstrap quantile estimator coverage accuracies smoothed bootstrap percentile-\(t\) method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

Bootstrap methods: another look at the jackknife
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On the bootstrap and confidence intervals
Theoretical comparison of bootstrap confidence intervals
On the asymptotic accuracy of Efron's bootstrap
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On smoothing and the bootstrap
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
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Nonparametric Statistical Data Modeling
Approximate distributions of order statistics. With applications to nonparametric statistics
On a Simple Estimate of the Reciprocal of the Density Function
Distribution of quantiles in samples from a bivariate population
On the estimation of the quantile density function
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
Coverage probabilities of bootstrap-confidence intervals for quantiles
Exact convergence rate of bootstrap quantile variance estimator
Edgeworth expansions for studentized and prepivoted sample quantiles
Edgeworth expansions for nonparametric density estimators, with applications
Bootstrapping the distance between smooth bootstrap and sample quantile distribution
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
The performance of kernel density functions in kernel distribution function estimation
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
Weak convergence of the maximum error of the bootstrap quantile estimate

Cited In (13)

On distribution function estimation using log-odds interpolation
On smoothing and the bootstrap
Iterated smoothed bootstrap confidence intervals for population quantiles
Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface
Bootstrapping the distance between smooth bootstrap and sample quantile distribution
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
Title not available (Why is that?)
Confidence intervals centred on bootstrap smoothed estimators
A composite quantile function estimator with applications in bootstrapping
Density estimation using bootstrap quantile variance and quantile-mean covariance
Bootstrap variance estimation for Nadaraya quantile estimator
Improved confidence intervals for quantiles
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

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