A note on the inverse bootstrap process for large quantiles

Michael Falk

Stochastic Processes and their Applications, 1991, vol. 38, issue 2, 359-363

Abstract: It is shown that for qn = 1 - j(n)/n with j(n) --> n-->[infinity] [infinity], j(n)/n --> n-->[infinity] 0, the resulting bootstrap estimate of the quantile function of the sample qn-quantile has exact accuracy Op(1/j(n)1/4). This is a consequence of a functional central limit theorem for the corresponding inverse bootstrap processes.

Date: 1991
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