SOME ASYMPTOTIC RESULTS FOR JACKKNIFING THE SAMPLE QUANTILE
成果类型：
Article
署名作者：
SHI, XQ
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176347996
发表日期：
1991
页码：
496-503
关键词：
摘要：
This note studies the asymptotic behavior of the delete-d jackknife in the irregular case of a sample p-quantile, calculated from a sample of n iid r.v.'s. Two results are obtained: (a) an almost sure rate of convergence of the delete-d jackknife histogram to the normal distribution; (b) almost sure convergence of the delete-d jackknife variance estimate to the asymptotic variance of the sample p-quantile.