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On quantile estimation by bootstrap

Erik Brodin (Institutionen för matematiska vetenskaper, matematisk statistik)
Computational Statistics & Data Analysis Vol. 50 (2006), p. 1398-1406.
[Artikel, refereegranskad vetenskaplig]

Exact bootstrap is used to optimize the weights of an L-estimator for quantiles with respect to the estimated MSE (mean square error). Performance of the new estimator is measured by comparing MSE with the sample quantile. The new estimator performs better than the sample quantiles in almost every case. However, the gain is only about 5%, in terms of decreased MSE.

Nyckelord: Bootstrap; L-estimator; Order statistics; Quantile estimation

Denna post skapades 2007-02-01. Senast ändrad 2007-08-27.
CPL Pubid: 26252


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Institutionen för matematiska vetenskaper, matematisk statistik (2005-2016)


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