The modified bootstrap error process for Kaplan-Meier quantiles

被引：1

作者：

Janssen, P

Swanepoel, J

Veraverbeke, N

机构：

[1] Limburgs Univ Ctr, B-3590 Diepenbeek, Belgium

[2] Potchefstroom Univ Christian Higher Educ, ZA-2520 Potchefstroom, South Africa

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 58卷 / 01期

关键词：

Berry-Esseen bound; bootstrap consistency rates; Kaplan-Meier estimator; modified bootstrap; quantiles; weak convergence;

D O I：

10.1016/S0167-7152(02)00100-1

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：

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. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：31 / 39

页数：9

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