Functional limit theorems for inverse bootstrap processes of sample quantiles

DOI10.1016/0167-7152(91)90119-CMaRDI QIDQ808578zbMATH OpenOpenAlexFDO

Authors Michael Falk

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90119-c

zbMATH Keywords

bootstrap estimateBrownian motionconfidence intervalempirical quantile processesfunctional central limit theoreminverse bootstrap processkernel estimatequantile functionsample quantilesmoothed bootstrap

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Review text

A functional central limit theorem is established for an inverse bootstrap process. The processes generated by smoothing the distribution function before bootstrapping are also considered. The main results are derived from a representation in terms of empirical quantile processes.

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Cites work

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• scientific article; zbMATH DE number 3820918 (Why is no real title available?)
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• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
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Cited in

(3)

• Edgeworth expansions for studentized and prepivoted sample quantiles
• A note on the inverse bootstrap process for large quantiles
• On asymptotic properties and almost sure approximation of the normalized inverse-Gaussian process

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