It is shown that the relative error of the bootstrap quantile variance estimator is of precise order n-1/4, when n denotes sample size. Likewise, the error of the bootstrap sparsity function estimator is of precise order n-1/4. Therefore as point estimators these estimators converge more slowly than the Bloch-Gastwirth estimator and kernel estimators, which typically have smaller error of order at most n-2/5. © 1988 Springer-Verlag.
CITATION STYLE
Hall, P., & Martin, M. A. (1988). Exact convergence rate of bootstrap quantile variance estimator. Probability Theory and Related Fields, 80(2), 261–268. https://doi.org/10.1007/BF00356105
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