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Modified bootstrap consistency rates for U-quantiles

Author

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

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.

Suggested Citation

  • Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël, 2001. "Modified bootstrap consistency rates for U-quantiles," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 261-268, October.
  • Handle: RePEc:eee:stapro:v:54:y:2001:i:3:p:261-268
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    References listed on IDEAS

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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;The Institute of Statistical Mathematics, 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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