BOOTSTRAPPING MULTIVARIATE U-QUANTILES AND RELATED STATISTICS

被引：3

作者：

HELMERS, R ^{[1
]}

HUSKOVA, M ^{[1
]}

机构：

[1] CHARLES UNIV,CS-11636 PRAGUE 1,CZECH REPUBLIC

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1994年 / 49卷 / 01期

关键词：

QUANTILES; U-STATISTICS; BOOTSTRAPPING; ASYMPTOTIC CONSISTENCY; ASYMPTOTIC ACCURACY; HODGES-LEHMANN LOCATION ESTIMATOR; ESTIMATOR OF SPREAD; INTERQUANTILE RANGES;

D O I：

10.1006/jmva.1994.1016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The asymptotic consistency of the bootstrap approximation of the vector of the marginal generalized quantiles of U-statistic structure (multivariate U-quantiles for short) is established. The asymptotic accuracy of the bootstrap approximation is also obtained. Extensions to smooth functions of marginal generalized quantiles are given and some specific examples, such as the vector of marginal sample quantiles and the vector of marginal Hodges-Lehmann location estimators, are discussed. (C) 1994 Academic Press, Inc.

引用

页码：97 / 109

页数：13

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