Bahadur representations for bootstrap quantiles

DOI10.1007/S00184-014-0517-5MaRDI QIDQ2352402zbMATH OpenOpenAlexFDO

Authors Yijun Zuo

Publication date 1 July 2015

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-014-0517-5

zbMATH Keywords

asymptoticsBahadur representationbootstrapsample quantile

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes
• A New Proof of the Bahadur Representation of Quantiles and an Application
• A Note on Quantiles in Large Samples
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Approximation Theorems of Mathematical Statistics
• Asymptotic Normality of Sample Quantiles for m-Dependent Processes
• Asymptotic properties of the balanced repeated replication method for sample quantiles
• Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Bootstrap methods: another look at the jackknife
• Confidence Intervals for Medians and Other Position Measures
• Coverage probabilities of bootstrap-confidence intervals for quantiles
• Direct use of regression quantiles to construct confidence sets in linear models
• scientific article; zbMATH DE number 1239643 (Why is no real title available?)
• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
• Nearly root-\(n\) approximation for regression quantile processes
• On Bahadur's Representation of Sample Quantiles
• On the asymptotic accuracy of Efron's bootstrap
• On the Bahadur representation of sample quantiles for dependent sequences
• On weighted U-statistics for stationary processes.
• Quantile estimation with a complex survey design
• Random graphs and the strong convergence of bootstrap means
• Some asymptotic theory for the bootstrap
• Strong law for the bootstrap
• The bootstrap and Edgeworth expansion

Cited in

(6)

• On some representations of the bootstrap
• Large and moderate deviation principles for the bootstrap sample quantile
• Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
• Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
• Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles

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