Thank you very much "Rich Ulrich" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > On Mon, 31 Mar 2003 08:51:04 +0200, "CybercafeUser" > <[EMAIL PROTECTED]> wrote: > > > Dear All, > > > > I would like to get some refs, pointers, etc. about the use of bootstrap for > > computing confidence interval of quantiles ( I need the median and > > percentiles 0.01 & 0.99 in the framework of time series analysis/models). > > Alhough theoretical considerations are always welcome, I would appreciate > > practical implementations. > > I don't know how the Time series part enters in, > but it must make things pretty bad. > > If you just wanted the CI for percentiles, you > could look them up from the beta distribution. > But I don't know what you are looking for, this time, > when you include "time series." > > A google search on < nonparametric confidence> > gives a number of references that (to me, at least) > appear to have relevance to you question. They > include the same key words -- > > -- > Rich Ulrich, [EMAIL PROTECTED] > http://www.pitt.edu/~wpilib/index.html
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