Bootstrapping multivariate \(U\)-quantiles and related statistics

DOI10.1006/jmva.1994.1016zbMath0796.62043OpenAlexW1992555345MaRDI QIDQ1323849

Marie Hušková, Roelof Helmers

Publication date: 8 June 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1016

zbMATH Keywords

bootstrap approximationasymptotic accuracyasymptotic consistencynormal approximationestimator of spreadinterquantile rangesmarginal generalized quantiles of \(U\)-statistic structuremultivariate \(U\)-quantilessmooth functions of marginal generalized quantilesvector of marginal Hodges-Lehmann location estimatorsvector of marginal sample quantiles

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Weighted bootstrapping for \(U\)-quantiles ⋮ Generalized bootstrap for estimators of minimizers of convex functions

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