A note on the inverse bootstrap process for large quantiles

DOI10.1016/0304-4149(91)90100-QMaRDI QIDQ803688zbMATH OpenFDO

Authors Michael Falk

Publication date 1991

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(91)90100-Q

zbMATH Keywords

bootstrap estimateBrownian motionconfidence intervalfunctional central limit theoreminverse bootstrap processeslarge quantilesquantile functionsample quantile

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Functional limit theorems for inverse bootstrap processes of sample quantiles
• scientific article; zbMATH DE number 4126407
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Cites work

• A note on uniform asymptotic normality of intermediate order statistics
• Bootstrap methods: another look at the jackknife
• Coverage probabilities of bootstrap-confidence intervals for quantiles
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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the deviations in the Skorokhod-Strassen approximation scheme
• Some asymptotic theory for the bootstrap
• The continuous and differentiable domains of attraction of the extreme value distributions
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Weak convergence of the maximum error of the bootstrap quantile estimate
• Weighted empirical and quantile processes

Cited in

(7)

• Extremal quantile regressions for selection models and the black-white wage gap
• Extremal quantile treatment effects
• scientific article; zbMATH DE number 4126407 (Why is no real title available?)
• Root-n consistency of intercept estimators in a binary response model under tail restrictions
• Utilizing a quantile function approach to obtain exact bootstrap solutions
• Functional limit theorems for inverse bootstrap processes of sample quantiles
• Weak convergence of the maximum error of the bootstrap quantile estimate

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