scientific article; zbMATH DE number 4126407

MaRDI QIDQ4206174zbMATH OpenFDO

Authors Michael Falk

Publication date 1988

zbMATH Keywords

bootstrap processBrownian motionintermediate order statisticslarge quantilesweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic processes (60G99) Order statistics; empirical distribution functions (62G30)

Recommendations

• Weak convergence of the maximum error of the bootstrap quantile estimate
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• A note on the inverse bootstrap process for large quantiles
• An Elementary Approach to Weak Convergence for Quantile Processes, With Applications to Censored Survival Data
• A note on the bootstrapped empirical process

Cited in

(11)

• Convergence rates for the bootstrapped product-limit process
• Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
• A tail bootstrap procedure for estimating the tail Pareto-index
• On weak convergence of the bootstrap empirical process with random resample size
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Weak convergence of quantile and expectile processes under general assumptions
• Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
• Some selected topics for the bootstrap of the empirical and quantile processes
• An Elementary Approach to Weak Convergence for Quantile Processes, With Applications to Censored Survival Data
• A note on the inverse bootstrap process for large quantiles
• Weak convergence of the maximum error of the bootstrap quantile estimate

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