A note on the inverse bootstrap process for large quantiles

DOI10.1016/0304-4149(91)90100-QzbMath0727.62051MaRDI QIDQ803688

Michael Falk

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremBrownian motionconfidence intervalsample quantilequantile functionbootstrap estimateinverse bootstrap processeslarge quantiles

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (3)

ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS ⋮ Extremal quantile regressions for selection models and the black-white wage gap ⋮ Extremal quantile treatment effects

Cites Work

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• A note on uniform asymptotic normality of intermediate order statistics
• Weak convergence of the maximum error of the bootstrap quantile estimate
• Weighted empirical and quantile processes
• The continuous and differentiable domains of attraction of the extreme value distributions
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• On the deviations in the Skorokhod-Strassen approximation scheme

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