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Conference Paper: Variance estimation for sample quantiles using the m out of n bootstrap

TitleVariance estimation for sample quantiles using the m out of n bootstrap
Authors
Lee, SMS
Issue Date2004
Citation
Conference on Insurance Mathematics, Ruin Theory and Monte Carlo Methods, Hong Kong, 28-30 June 2004 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/110200

 

DC FieldValueLanguage
dc.contributor.authorLee, SMSen_HK
dc.date.accessioned2010-09-26T01:55:32Z-
dc.date.available2010-09-26T01:55:32Z-
dc.date.issued2004en_HK
dc.identifier.citationConference on Insurance Mathematics, Ruin Theory and Monte Carlo Methods, Hong Kong, 28-30 June 2004-
dc.identifier.urihttp://hdl.handle.net/10722/110200-
dc.languageengen_HK
dc.relation.ispartofConference on Insurance Mathematics, Ruin Theory and Monte Carlo Methodsen_HK
dc.titleVariance estimation for sample quantiles using the m out of n bootstrapen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailLee, SMS: smslee@hkusua.hku.hken_HK
dc.identifier.authorityLee, SMS=rp00726en_HK
dc.identifier.hkuros115387en_HK

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