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March, 1991 Some Asymptotic Results for Jackknifing the Sample Quantile
Xiquan Shi
Ann. Statist. 19(1): 496-503 (March, 1991). DOI: 10.1214/aos/1176347996

Abstract

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.

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Xiquan Shi. "Some Asymptotic Results for Jackknifing the Sample Quantile." Ann. Statist. 19 (1) 496 - 503, March, 1991. https://doi.org/10.1214/aos/1176347996

Information

Published: March, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0724.62049
MathSciNet: MR1091865
Digital Object Identifier: 10.1214/aos/1176347996

Subjects:
Primary: 62G05
Secondary: 62E20

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 1 • March, 1991
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