On quantile estimation by bootstrap

被引：5
|
作者：
Brodin, E [1 ]
机构：
[1] Chalmers Univ Technol, Dept Math, SE-41296 Gothenburg, Sweden
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2006年 / 50卷 / 06期
关键词：
bootstrap; L-estimator; order statistics; quantile estimation;
D O I：
10.1016/j.csda.2005.08.004
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
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. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：1398 / 1406
页数：9
相关论文
共 50 条
12345