Bootstrapping sample quantiles in non-regular cases

Statistics and Probability Letters

Volumn 37, Issue 3, 1998, Pages 259-267

  Knight, Keith ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Bootstrap; Convex functions; Non regular density; Sample quantile

Indexed keywords

EID: 0032536672     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00125-9     Document Type: Article

References (7)

1. Efron, B., 1979. Bootstrap methods: another look at the jackknife. Ann. Statist. 7, 1-26.
2. Geyer, C.J., 1996. On the asymptotics of convex stochastic optimization. (unpublished manuscript)
3. Ghosh, M., Parr, W.C., Singh, K., Babu, G.J., 1984. A note on bootstrapping the sample median. Ann. Statist. 12, 1130-1135.
4. Hjørt, N.L., Pollard, D., 1993. Asymptotics for minimisers of convex processes. Statistical Research Report, University of Oslo.
5. Huang, J.S., Sen, P.K., Shao, J., 1996. Bootstrapping a sample quantile when the density has a jump. Statistica Sinica. 6, 299-309.
6. Kallenberg, O., 1976. Random Measures. Akademie Verlag, Berlin.
7. Pollard, D., 1984. Convergence of Stochastic Processes. Springer, New York.