Modified bootstrap consistency rates for U-quantiles
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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Volume (Year): 54 (2001)
Issue (Month): 3 (October)
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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.
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