Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

DOI10.1214/aop/1176991515zbMath0684.62036OpenAlexW2040305989MaRDI QIDQ1825563

Michael Falk, Rolf-Dieter Reiss

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991515

zbMATH Keywords

Brownian motionempirical distribution functionkernel estimatesample q-quantilebootstrap processweak convergence of a smoothed bootstrap quantile estimate

Mathematics Subject Classification ID

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

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