Modified bootstrap consistency rates for U-quantiles
AbstractWe show that, compared to the classical bootstrap, the modified bootstrap provides faster consistency rates for the bootstrap distribution of U-quantiles. This shows that the modified bootstrap is useful, not only in cases where the classical bootstrap fails, but also in situations where it is valid.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 54 (2001)
Issue (Month): 3 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Falk, Michael, 1990. "Weak convergence of the maximum error of the bootstrap quantile estimate," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 301-305, September.
- K. Cheung & Stephen Lee, 2005. "Variance estimation for sample quantiles using them out ofn bootstrap," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 279-290, June.
- Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël, 2002. "The modified bootstrap error process for Kaplan-Meier quantiles," Statistics & Probability Letters, Elsevier, vol. 58(1), pages 31-39, May.
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