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Weighted bootstrapping for U-quantiles

Author

Listed:
  • Aerts, Marc
  • Janssen, Paul

Abstract

A weighted bootstrap version is defined for U-quantiles. Our main result shows that the (conditional) distribution of the weighted bootstrapped U-quantile provides a strongly consistent estimator for the unknown distribution for the U-quantile under consideration. For the proof we rely on a rank statistic approach.

Suggested Citation

  • Aerts, Marc & Janssen, Paul, 1995. "Weighted bootstrapping for U-quantiles," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 317-323, March.
    • Handle: RePEc:eee:stapro:v:22:y:1995:i:4:p:317-323
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    References listed on IDEAS

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    1. Husková, Marie & Jansen, Paul, 1993. "Generalized bootstrat for studentized U-statistics: A rank statistic approach," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 225-233, February.
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    Cited by:

    1. Shuran Zhao & Xingzhong Xu & Xiaobo Ding, 2008. "The convergence rates of the weighted bootstrap distributions for von Mises and -statistics," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 645-660.

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    2. Shuran Zhao & Xingzhong Xu & Xiaobo Ding, 2008. "The convergence rates of the weighted bootstrap distributions for von Mises and -statistics," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 645-660.

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