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)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:58:y:2002:i:1:p:31-39. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.