Functional limit theorems for inverse bootstrap processes of sample quantiles (Q808578): Difference between revisions
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Revision as of 01:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional limit theorems for inverse bootstrap processes of sample quantiles |
scientific article |
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Functional limit theorems for inverse bootstrap processes of sample quantiles (English)
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1991
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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.
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bootstrap estimate
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quantile function
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sample quantile
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smoothed bootstrap
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kernel estimate
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confidence interval
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Brownian motion
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functional central limit theorem
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inverse bootstrap process
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empirical quantile processes
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