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Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 45 (1993)
Issue (Month): 2 (June)
Pages: 317-329
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Handle: RePEc:spr:aistmt:v:45:y:1993:i:2:p:317-329

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Related research

Keywords: Critical point; confidence interval; Edgeworth expansion; kernel estimator; percentile-t ; quantile; smoothed bootstrap; studentization;

References listed on IDEAS
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1. Jones, M. C., 1990. "The performance of kernel density functions in kernel distribution function estimation," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 129-132, February. [Downloadable!] (restricted)
2. Hall, Peter & Martin, Michael A., 1991. "On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 70-81, July. [Downloadable!] (restricted)
3. Falk, Michael, 1990. "Weak convergence of the maximum error of the bootstrap quantile estimate," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 301-305, September. [Downloadable!] (restricted)

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This page was last updated on 2009-12-4.