Bahadur representations for bootstrap quantiles

被引：2

作者：

Zuo, Yijun ^{[1
,2
]}

机构：

[1] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

[2] Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R China

来源：

METRIKA | 2015年 / 78卷 / 05期

关键词：

Bootstrap; Bahadur representation; Sample quantile; Asymptotics; CONFIDENCE-INTERVALS; SAMPLE QUANTILES; ACCURACY;

D O I：

10.1007/s00184-014-0517-5

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：

A bootstrap sample may contain more than one replica of original data points. To extend the classical Bahadur type representations for the sample quantiles in the independent identical distributed case to bootstrap sample quantiles therefore is not a trivial task. This manuscript fulfils the task and establishes the asymptotic theory of bootstrap sample quantiles.

引用

页码：597 / 610

页数：14

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