Premium
Theory & Methods: Saddlepoint Approximation for Sample and Bootstrap Quantiles
Author(s) -
Ma Chunsheng,
Robinson John
Publication year - 1998
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00051
Subject(s) - quantile , mathematics , sample (material) , statistics , quantile function , distribution (mathematics) , approximation error , quantile regression , sample mean and sample covariance , econometrics , probability density function , cumulative distribution function , mathematical analysis , chemistry , chromatography , estimator
The paper gives the saddlepoint approximation for the distribution function of the sample quantile. A comparison of the saddlepoint approximations for the distribution functions of the sample quantile and the bootstrap quantile shows that the error of the bootstrap approximation to the distribution of the sample quantile obtained by Singh (1981) as an absolute error is actually a relative error.