Functional limit theorems for inverse bootstrap processes of sample quantiles

Michael Falk

Statistics & Probability Letters, 1991, vol. 11, issue 6, 529-536

Abstract: It is shown that the accuracy of the bootstrap estimate of the quantile function pertaining to the distribution of the sample q-quantile based on n independent and identically distributed observations is exactly Op(l/n), q [epsilon] (0, 1) fixed. Thi improved considerably by applying smoothed bootstrap estimates. Our results are formulated in terms of functional central limit theorems for the corresponding inverse bootstrap processes.

Keywords: Bootstrap; estimate; quantile; function; sample; quantile; smoothed; bootstrap; kernel; estimate; confidence; interval; functional; central; limit; theorem; Brownian; motion (search for similar items in EconPapers)
Date: 1991
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