Statistics and Computing

, Volume 12, Issue 4, pp 331–338 | Cite as

A Semi-Parametric Quantile Function Estimator for Use in Bootstrap Estimation Procedures

  • Alan D. Hutson

Abstract

In this note we develop a new quantile function estimator called the tail extrapolation quantile function estimator. The estimator behaves asymptotically exactly the same as the standard linear interpolation estimator. For finite samples there is small correction towards estimating the extreme quantiles. We illustrate that by employing this new estimator we can greatly improve the coverage probabilities of the standard bootstrap percentile confidence intervals. The method does not reqiure complicated calculations and hence it should appeal to the statistical practitioner.

order statistics quantile function resampling 

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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Alan D. Hutson

There are no affiliations available

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