Weighted bootstrapping for U-quantiles

Marc Aerts and Paul Janssen

Statistics & Probability Letters, 1995, vol. 22, issue 4, 317-323

Abstract: A weighted bootstrap version is defined for U-quantiles. Our main result shows that the (conditional) distribution of the weighted bootstrapped U-quantile provides a strongly consistent estimator for the unknown distribution for the U-quantile under consideration. For the proof we rely on a rank statistic approach.

Keywords: Bootstrap; consistency; Weighted; bootstrapping; U-quantiles; U-statistics; with; estimated; parameters; Rank; statistics (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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