The modified bootstrap error process for Kaplan-Meier quantiles
We consider a modification of the classical bootstrap procedure for censored observations by choosing a resample size m which is possibly different from the original sample size n. In the situation of quantile estimation we establish weak convergence of the bootstrap error process and show that modified bootstrapping leads to improved consistency rates for the maximum error.
Volume (Year): 58 (2002)
Issue (Month): 1 (May)
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- Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos, 1985. "Strong approximations of the quantile process of the product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 16(2), pages 185-210, April.
- 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.
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