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)

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• A comparison of cross-validation techniques in density estimation
• Asymptotic expansions for sample quantiles
• 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

(12)

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

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