Bootstrapping sample quantiles of discrete data
نویسندگان
چکیده
منابع مشابه
Bootstrapping Sample Quantiles of Discrete Data
Sample quantiles are consistent estimators for the true quantile and satisfy central limit theorems (CLTs) if the underlying distribution is continuous. If the distribution is discrete, the situation is much more delicate. In this case, sample quantiles are known to be not even consistent in general for the population quantiles. In a motivating example, we show that Efron’s bootstrap does not c...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2015
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-015-0503-3