A smoothed bootstrap estimator for a studentized sample quantile
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 45 (1993)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- 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.
- 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.
- 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.
- Joel L. Horowitz, 1996.
"Bootstrap Methods for Median Regression Models,"
- Yoshihiko Maesono & Spiridon Penev, 2013. "Improved confidence intervals for quantiles," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(1), pages 167-189, February.
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