A note on bootstrapping the variance of sample quantile

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Abstract

Let m n, p denote the p-th quantile based on n observations and let λ p denote the population quantile. In this paper consistency of the bootstrap estimate of variance of {Mathematical expression} is established.

Original languageEnglish (US)
Pages (from-to)439-443
Number of pages5
JournalAnnals of the Institute of Statistical Mathematics
Volume38
Issue number1
DOIs
StatePublished - Dec 1 1986

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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