Modified bootstrap consistency rates for U-quantiles

DOI10.1016/S0167-7152(01)00055-4MaRDI QIDQ5953978zbMATH OpenOpenAlexFDO

Authors Paul Janssen, Jan Swanepoel, Noël Veraverbeke

Publication date 30 June 2002

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

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00055-4

zbMATH Keywords

consistency ratesmodified bootstrapquantiles

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Berry-Esseen bound for symmetric statistics
• A note on proving that the (modified) bootstrap works
• Bootstrap methods: another look at the jackknife
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• scientific article; zbMATH DE number 3850298 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• scientific article; zbMATH DE number 854581 (Why is no real title available?)
• On the asymptotic accuracy of Efron's bootstrap
• On the choice of m in the m out of n bootstrap and confidence bounds for extrema
• Some asymptotic theory for the bootstrap
• The almost sure invariance principle for the empirical process of U- statistic structure
• The asymptotic accuracy of the bootstrap of \(U\)-quantiles
• Weak convergence of the maximum error of the bootstrap quantile estimate

Cited in

(4)

• Weighted bootstrapping for U-quantiles
• The modified bootstrap error process for Kaplan-Meier quantiles
• Two new data-dependent choices of \(m\) when applying the \(m\)-out-of-\(n\) bootstrap to hypothesis testing
• Variance estimation for sample quantiles using the m out of n bootstrap

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