Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

DOI10.1016/J.SPL.2012.12.017zbMath1489.62153arXiv1204.5633OpenAlexW2963746692MaRDI QIDQ1950744

Martin Wendler, Olimjon Sh. Sharipov

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5633

zbMATH Keywords

strong mixingquantilesblock bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Bootstrapping sample quantiles of discrete data ⋮ Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ Tests for Scale Changes Based on Pairwise Differences ⋮ Dependent Wild Bootstrap for the Empirical Process ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes

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