Density estimation using bootstrap quantile variance and quantile-mean covariance-Reference-Cited by-同舟云学术

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Density estimation using bootstrap quantile variance and quantile-mean covariance

Published:2021-02-15 Issue: Volume: Page:1-17
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Montes-Rojas Gabriel¹^ORCID,Mena Andrés Sebastián²

Affiliation:

1. CONICET and Instituto Interdisciplinario de Economía Política de Buenos Aires (IIEP-BAIRES), Facultad de Ciencias Económicas, Universidad de Buenos Aires, Ciudad Autónoma de Buenos Aires, Argentina

2. ISES-CONICET and Universidad Nacional de Tucumán, San Miguel de Tucumán, Argentina

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2021.1884717

Reference42 articles.

1. Tests for Normality Based on the Quantile-mean Covariance

2. Sufficient m-out-of-n (m/n) bootstrap

3. A note on bootstrapping the variance of sample quantile

4. On Testing the Equality of Mean and Quantile Effects

5. A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY

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