Bootstrapping sample quantiles in non-regular cases

Keith Knight

Statistics & Probability Letters, 1998, vol. 37, issue 3, 259-267

Abstract: The asymptotic behaviour of the bootstrap distribution of the sample median and other sample quantiles is considered when the distribution function is not necessarily differentiable at the corresponding population quantile. It is shown that the appropriate bootstrap distribution function does not generally converge to the limiting distribution of the sample quantile.

Keywords: Bootstrap; Convex; functions; Non-regular; density; Sample; quantile (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00125-9
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:37:y:1998:i:3:p:259-267

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 ().