Summary
Letmn, p denote thep-th quantile based onn observations and let λp denote the population quantile. In this paper consistency of the bootstrap estimate of variance of\(\sqrt n (m_{n,p} - \lambda _p )\) is established.
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Babu, G.J. A note on bootstrapping the variance of sample quantile. Ann Inst Stat Math 38, 439–443 (1986). https://doi.org/10.1007/BF02482530
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DOI: https://doi.org/10.1007/BF02482530