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A smoothed bootstrap estimator for a studentized sample quantile

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  • Daniel Janas

Abstract

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Suggested Citation

  • Daniel Janas, 1993. "A smoothed bootstrap estimator for a studentized sample quantile," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 317-329, June.
  • Handle: RePEc:spr:aistmt:v:45:y:1993:i:2:p:317-329
    DOI: 10.1007/BF00775817
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    File URL: http://hdl.handle.net/10.1007/BF00775817
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    References listed on IDEAS

    as
    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.
    2. 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.
    3. 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.
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    Cited by:

    1. Joel L. Horowitz, 1998. "Bootstrap Methods for Median Regression Models," Econometrica, Econometric Society, vol. 66(6), pages 1327-1352, November.
    2. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
    3. Yoshihiko Maesono & Spiridon Penev, 2013. "Improved confidence intervals for quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 167-189, February.

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