Pages that link to "Item:Q2277708"
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The following pages link to Coverage probabilities of bootstrap-confidence intervals for quantiles (Q2277708):
Displaying 12 items.
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- A note on the inverse bootstrap process for large quantiles (Q803688) (← links)
- Weak convergence for random weighting estimation of smoothed quantile processes (Q903640) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Bahadur representations for bootstrap quantiles (Q2352402) (← links)
- Random Weighting Estimation of Confidence Intervals for Quantiles (Q2802825) (← links)
- A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013) (← links)
- Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results (Q5251494) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
