The modified bootstrap error process for Kaplan-Meier quantiles

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Statistics & Probability Letters, 2002, vol. 58, issue 1, 31-39

Abstract: 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.

Keywords: Berry-Esséen; bound; Bootstrap; consistency; rates; Kaplan-Meier; estimator; Modified; bootstrap; Quantiles; Weak; convergence (search for similar items in EconPapers)
Date: 2002
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