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Modified bootstrap consistency rates for U-quantiles

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  • Janssen, Paul
  • Swanepoel, Jan
  • Veraverbeke, Noël
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    Abstract

    We 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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    File URL: http://www.sciencedirect.com/science/article/B6V1D-43SVBGS-5/2/f8672b28f8cdea967e8c52ff22e35da2
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 54 (2001)
    Issue (Month): 3 (October)
    Pages: 261-268

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    Handle: RePEc:eee:stapro:v:54:y:2001:i:3:p:261-268

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    Related research

    Keywords: Consistency rates Modified bootstrap Quantiles;

    References

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    1. 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.
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    Cited by:
    1. 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.
    2. 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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