An Edgeworth expansion for the m out of n bootstrapped median.

An Edgeworth expansion for the m out of n bootstrapped median.

Report Number
529
Authors
Steven N. Evans
Citation
Electronic Journal of Probability</em>, Vol. 4 (1999) Paper no. 15, pages 1-35
Abstract

It is well known Singh (1981) that the bootstrap distribution of the median has the correct limiting distribution. In this note we prove the existence of the next term in the Edgeworth expansion if the bootstrap sample size is m = o(n).

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Postscript File
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