An Edgeworth expansion for the m out of n bootstrapped median
AbstractIt is well known that the ordinary bootstrap distribution of the median is consistent. We show that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term . With extrapolation this gives a best possible rate estimate of the distribution.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 49 (2000)
Issue (Month): 3 (September)
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