Exact convergence rate of bootstrap quantile variance estimator

Overview of attention for article published in Probability Theory and Related Fields, December 1988

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So far, Dimensions has found 38 publications that cite this research output.

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Input Uncertainty Quantification for Quantiles

Conference proceeding (December 2022)

Simulating risk measures via asymptotic expansions for relative errors

Article in Mathematical Finance (March 2021)

Density estimation using bootstrap quantile variance and quantile-mean covariance

Article in Communications in Statistics - Simulation and Computation (February 2021)