Modified bootstrap consistency rates for \(U\)-quantiles

DOI10.1016/S0167-7152(01)00055-4zbMath0987.62026OpenAlexW2013856844MaRDI QIDQ5953978

Jan W. H. Swanepoel, Paul Janssen, Noël Veraverbeke

Publication date: 30 June 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00055-4

zbMATH Keywords

quantilesconsistency ratesmodified bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (3)

The modified bootstrap error process for Kaplan-Meier quantiles ⋮ Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing ⋮ Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap

Cites Work

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• Weak convergence of the maximum error of the bootstrap quantile estimate
• The almost sure invariance principle for the empirical process of U- statistic structure
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• The asymptotic accuracy of the bootstrap of \(U\)-quantiles
• A Berry-Esseen bound for symmetric statistics
• A note on proving that the (modified) bootstrap works

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