Weak convergence of the maximum error of the bootstrap quantile estimate
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Publication:923544
DOI10.1016/0167-7152(90)90046-AzbMath0711.62019OpenAlexW1991971332MaRDI QIDQ923544
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90046-a
Brownian motionempirical distributionsweak convergence theoremmaximum errorbootstrap estimatesample q-quantile
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
Related Items (6)
On the asymptotic accuracy of the bootstrap under arbitrary resampling size ⋮ Edgeworth expansions for studentized and prepivoted sample quantiles ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Modified bootstrap consistency rates for \(U\)-quantiles ⋮ A note on the inverse bootstrap process for large quantiles ⋮ Functional limit theorems for inverse bootstrap processes of sample quantiles
Cites Work
- A new proof of the approximate sufficiency of sparse order statistics
- On the bootstrap and confidence intervals
- On a partial correction by the bootstrap
- Some asymptotic theory for the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Bootstrap methods: another look at the jackknife
- Bootstrap confidence intervals
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
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