Dear all,
I have been implementing some bootstrap-related methods, and came across
this theoretically undesirable behaviour in the computation of bootstrap
quantiles. The manual says:
‘Interpolation on the normal quantile scale is used when a non-integer
order statistic is required.’
Theoretical
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--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd@cbs.dk Priv: pda...@gmail.com