Functional limit theorems for inverse bootstrap processes of sample quantiles
type: Item
instance of: scholarly article
title: Functional limit theorems for inverse bootstrap processes of sample quantiles
zbMATH Open document ID: 0732.62043
DOI: 10.1016/0167-7152(91)90119-C
author: Michael Falk
published in: Statistics \& Probability Letters
publication date: 1991-01-01T00:00:00Z
review text: A functional central limit theorem is established for an inverse bootstrap process. The processes generated by smoothing the distribution function before bootstrapping are also considered. The main results are derived from a representation in terms of empirical quantile processes.
reviewed by: Annibal Parracho Sant'Anna
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 4211287
zbMATH Keywords: bootstrap estimate
zbMATH Keywords: quantile function
zbMATH Keywords: sample quantile
zbMATH Keywords: smoothed bootstrap
zbMATH Keywords: kernel estimate
zbMATH Keywords: confidence interval
zbMATH Keywords: Brownian motion
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: inverse bootstrap process
zbMATH Keywords: empirical quantile processes
MaRDI profile type: Publication
cites work: Q5560061
cites work: Q3667777
cites work: Weighted empirical and quantile processes
cites work: Bootstrap methods: another look at the jackknife
cites work: Q3959963
cites work: Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
cites work: On the estimation of the quantile density function
cites work: Weak convergence of the maximum error of the bootstrap quantile estimate
cites work: Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
cites work: Bootstrapping the distance between smooth bootstrap and sample quantile distribution
cites work: On the bootstrap and confidence intervals
cites work: Theoretical comparison of bootstrap confidence intervals
cites work: A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
cites work: On smoothing and the bootstrap
cites work: The performance of kernel density functions in kernel distribution function estimation
cites work: On the deviations in the Skorokhod-Strassen approximation scheme
cites work: On a partial correction by the bootstrap
cites work: Nonparametric Statistical Data Modeling
cites work: Q3921991
cites work: Approximate distributions of order statistics. With applications to nonparametric statistics
cites work: On the asymptotic accuracy of Efron's bootstrap
full work available at URL: 0167-7152(91)90119-c
OpenAlex ID: W2026295976
Recommended article: Integral functionals and the bootstrap for the tail empirical process
Recommended article: A note on the inverse bootstrap process for large quantiles
Recommended article: Bootstrap estimation of the asymptotic variances of statistical functionals
Recommended article: Q4869547
Recommended article: Note on the functional law of the iterated logarithm for the bootstrap empirical process
Recommended article: Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
description: scientific article; zbMATH DE number 4211287