Saddlepoint Approximation for Sample and Bootstrap Quantiles |
| |
| Authors: | Chunsheng Ma,& John Robinson |
| |
| Affiliation: | The University of Sydney |
| |
| Abstract: | 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. |
| |
| Keywords: | bootstrap normal approximation saddlepoint approximation sample quantile |
|
