Jentsch, Carsten; Leucht, Anne - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2014
Efron’s bootstrap does not consistently mimic the distribution of sample quantiles even in the discrete independent and … identically distributed (i.i.d.) data case. To overcome this bootstrap inconsistency, we provide two different and complementing … sample quantiles in the discrete data case. As the corresponding bootstrap confidence intervals tend to be conservative due …