Large and moderate deviation principles for the bootstrap sample quantile

DOI10.1016/J.JKSS.2017.04.003MaRDI QIDQ1674048zbMATH OpenOpenAlexFDO

Authors Yu Miao, Jianyong Mu, Jinghuan Zhao, Saralees Nadarajah

Publication date 1 November 2017

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2017.04.003

zbMATH Keywords

Bahadur's asymptotic efficiencybootstraplarge deviationmoderate deviationsample quantile

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Berry-Esseen theorem for sample quantiles under weak dependence
• A large deviation principle for bootstrapped sample means
• A Note on Quantiles in Large Samples
• Almost sure convergence of bootstrapped means and \(U\)-statistics
• Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
• Asymptotic properties of the deviation between order statistics and p-quantile
• Bahadur representations for bootstrap quantiles
• Bootstrap methods: another look at the jackknife
• scientific article; zbMATH DE number 1239643 (Why is no real title available?)
• Laws of large numbers for bootstrapped U-statistics
• Limit behaviors of the deviation between the sample quantiles and the quantile
• Necessary conditions for the bootstrap of the mean
• On Bahadur's Representation of Sample Quantiles
• On the asymptotic accuracy of Efron's bootstrap
• On the law of large numbers for the bootstrap mean
• On the unconditional strong law of large numbers for the bootstrap mean
• Rate of convergence in bootstrap approximations
• Some asymptotic theory for the bootstrap
• Strong law for the bootstrap

Cited in

(4)

• A large deviation principle for bootstrapped sample means
• Asymptotic properties of the deviation between order statistics and p-quantile
• Limit behaviors of the deviation between the sample quantiles and the quantile
• Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles

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