An Edgeworth expansion for the m out of n bootstrapped median

Anat Sakov and Peter J. Bickel

Statistics & Probability Letters, 2000, vol. 49, issue 3, 217-223

Abstract: It is well known that the ordinary bootstrap distribution of the median is consistent. We show that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term . With extrapolation this gives a best possible rate estimate of the distribution.

Keywords: Bootstrap; m; out; of; n; bootstrap; Median; Edgeworth; expansion (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations: View citations in EconPapers (23)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00050-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:49:y:2000:i:3:p:217-223

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().