Bootstrapping the distance between smooth bootstrap and sample quantile distribution
type: Item
instance of: scholarly article
title: Bootstrapping the distance between smooth bootstrap and sample quantile distribution
zbMATH Open document ID: 0659.62049
DOI: 10.1007/BF00354758
publication date: 1989-01-01T00:00:00Z
review text: The normalized Kolmogorov-Smirnov and variational distance between the distribution of the sample q-quantile and the pertaining smooth bootstrap distribution are asymptotically distributed like the absolute value of a normal random variable. The distribution functions of these random distances may serve as measures of the accuracy of the bootstrap procedure. It is shown that these distribution functions of random distances, and thus the accuracy of the bootstrap procedure, can again consistently be estimated by means of the bootstrap technique.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G99
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 4078520
zbMATH Keywords: variational distance
zbMATH Keywords: sample q-quantile
zbMATH Keywords: smooth bootstrap distribution
zbMATH Keywords: accuracy of bootstrap procedure
zbMATH Keywords: kernel estimator
zbMATH Keywords: normalized Kolmogorov- Smirnov distance
author: Michael Falk
author: Rolf-Dieter Reiss
reviewed by: Michael Falk
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4078520