Bootstrapping the distance between smooth bootstrap and sample quantile distribution

DOI10.1007/BF00354758zbMath0659.62049MaRDI QIDQ1112505

Michael Falk, Rolf-Dieter Reiss

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

kernel estimatorvariational distancesample q-quantileaccuracy of bootstrap procedurenormalized Kolmogorov- Smirnov distancesmooth bootstrap distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99)

Related Items (7)

On the smoothed bootstrap ⋮ Unnamed Item ⋮ Edgeworth expansions for studentized and prepivoted sample quantiles ⋮ A smoothed bootstrap estimator for a Studentized sample quantile ⋮ Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach ⋮ On smoothed bootstrap for density functionals ⋮ Functional limit theorems for inverse bootstrap processes of sample quantiles

Cites Work

• Jackknife approximations to bootstrap estimates
• On the estimation of the quantile density function
• A comparison of cross-validation techniques in density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
• On the asymptotic accuracy of Efron's bootstrap
• Asymptotic expansions for sample quantiles
• Bootstrap methods: another look at the jackknife
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

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