Bootstrapping the distance between smooth bootstrap and sample quantile distribution

DOI10.1007/BF00354758MaRDI QIDQ1112505zbMATH OpenFDO

Authors Michael Falk, Rolf-Dieter Reiss

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00354758

zbMATH Keywords

accuracy of bootstrap procedurekernel estimatornormalized Kolmogorov- Smirnov distancesample q-quantilesmooth bootstrap distributionvariational distance

Mathematics Subject Classification ID

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

Review text

The normalized Kolmogorov-Smirnov and variational distance between the distribution of the sample q-quantile and the pertaining smooth bootstrap distribution are asymptotically distributed like the absolute value of a normal random variable. The distribution functions of these random distances may serve as measures of the accuracy of the bootstrap procedure. It is shown that these distribution functions of random distances, and thus the accuracy of the bootstrap procedure, can again consistently be estimated by means of the bootstrap technique.

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Cites work

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

Cited in

(14)

• Edgeworth expansions for studentized and prepivoted sample quantiles
• Confidence limits to the distance of the true distribution from a misspecified family by bootstrap
• On the asymptotic accuracy of the bootstrap under arbitrary resampling size
• The asymptotic accuracy of the bootstrap of \(U\)-quantiles
• On the smoothed bootstrap
• Bootstrap estimation of the distribution of Matusita distance in the mixed case
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach
• On smoothed bootstrap for density functionals
• scientific article; zbMATH DE number 854966 (Why is no real title available?)
• scientific article; zbMATH DE number 7480946 (Why is no real title available?)
• A smoothed bootstrap estimator for a Studentized sample quantile
• boodd
• Functional limit theorems for inverse bootstrap processes of sample quantiles
• Application of the bootstrap method for estimation of the quantile function

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