On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
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Cited by:
- Stewart, Mark, 2011.
"Quantile estimates of counterfactual distribution shifts and the impact of minimum wage increases on the wage distribution,"
The Warwick Economics Research Paper Series (TWERPS)
958, University of Warwick, Department of Economics.
- Stewart, Mark B., 2011. "Quantile estimates of counterfactual distribution shifts and the impact of minimum wage increases on the wage distribution," Economic Research Papers 270766, University of Warwick - Department of Economics.
- 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.
- Donald W.K. Andrews & Moshe Buchinsky, 1997. "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers 1141R, Cowles Foundation for Research in Economics, Yale University.
- Arup Bose & Probal Chaudhuri, 1993. "On the dispersion of multivariate median," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 541-550, September.
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Keywords
bootstrap confidence interval coverage error Edgeworth expansion hypothesis test level error quantile Studentize;Statistics
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