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Variance estimation for sample quantiles using them out ofn bootstrap

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  • K. Cheung
  • Stephen Lee

Abstract

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Suggested Citation

  • K. Cheung & Stephen Lee, 2005. "Variance estimation for sample quantiles using them out ofn bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 279-290, June.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:2:p:279-290
    DOI: 10.1007/BF02507026
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    References listed on IDEAS

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    1. Miguel Arcones, 2003. "On the asymptotic accuracy of the bootstrap under arbitrary resampling size," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 563-583, September.
    2. Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël, 2001. "Modified bootstrap consistency rates for U-quantiles," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 261-268, October.
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    Cited by:

    1. Ann-Kristin Kreutzmann, 2018. "Estimation of sample quantiles: challenges and issues in the context of income and wealth distributions [Die Schätzung von Quantilen: Herausforderungen und Probleme im Kontext von Einkommens- und V," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 245-270, December.
    2. 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).

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