The exact bootstrap mean and variance of an L‐estimator
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DOI: 10.1111/1467-9868.00221
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Cited by:
- Lauer, Alexandra & Zähle, Henryk, 2017. "Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 99-108.
- Kim, Joseph H.T., 2010. "Bias correction for estimated distortion risk measure using the bootstrap," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 198-205, October.
- Hutson, Alan D., 2000. "Estimating the covariance of bivariate order statistics with applications," Statistics & Probability Letters, Elsevier, vol. 48(2), pages 195-203, June.
- Diane L. Evans & Lawrence M. Leemis & John H. Drew, 2006. "The Distribution of Order Statistics for Discrete Random Variables with Applications to Bootstrapping," INFORMS Journal on Computing, INFORMS, vol. 18(1), pages 19-30, February.
- Dimitris Bertsimas & Bradley Sturt, 2020. "Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms," Operations Research, INFORMS, vol. 68(3), pages 949-964, May.
- Gámiz, Maria Luz & Nozal-Cañadas, Rafael & Raya-Miranda, RocÃo, 2020. "TTT-SiZer: A graphic tool for aging trends recognition," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
- Brodin, Erik, 2006. "On quantile estimation by bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1398-1406, March.
- Michael R. Dugas & Francisco J. Samaniego, 2007. "On optimal system designs in reliability‐economics frameworks," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(5), pages 568-582, August.
- Alan Hutson, 2000. "A composite quantile function estimator with applications in bootstrapping," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 567-577.
- Alan Hutson, 2009. "A distribution function estimator for the difference of order statistics from two independent samples," Statistical Papers, Springer, vol. 50(1), pages 203-208, January.
- Elamir, Elsayed A. H. & Seheult, Allan H., 2003. "Trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 299-314, July.
- Cseres-Gergely, Zsombor & Kvedaras, Virmantas, 2019. "Change and convergence of income distributions in the European Union during 2007-2014," Working Papers 2019-13, Joint Research Centre, European Commission.
- Gabriel Montes Rojas & Andrés Sebastián Mena, 2020. "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-50, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Álvarez, Adolfo, 2009. "Recombining dependent data: an Order Statistics," DES - Working Papers. Statistics and Econometrics. WS ws098526, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Modarres, Reza & Hui, Terrence P. & Zheng, Gang, 2006. "Resampling methods for ranked set samples," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1039-1050, November.
- Kvedaras, Virmantas & Cseres-Gergely, Zsombor, 2020. "Convergence of income distributions: Total and inequality-affecting changes in the EU," Economics Letters, Elsevier, vol. 188(C).
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