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On quantile estimation by bootstrap

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  • Brodin, Erik

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  • Brodin, Erik, 2006. "On quantile estimation by bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1398-1406, March.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:6:p:1398-1406
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    References listed on IDEAS

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    1. A. D. Hutson & M. D. Ernst, 2000. "The exact bootstrap mean and variance of an L‐estimator," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 89-94.
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    Cited by:

    1. Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo & Liu, Ya-Jie, 2012. "An optimal L-statistics quantile estimator for a set of location–scale populations," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1853-1858.
    2. Giordano, Francesco & La Rocca, Michele & Perna, Cira, 2007. "Forecasting nonlinear time series with neural network sieve bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3871-3884, May.

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