Modified bootstrap consistency rates for U-quantiles
We show that, compared to the classical bootstrap, the modified bootstrap provides faster consistency rates for the bootstrap distribution of U-quantiles. This shows that the modified bootstrap is useful, not only in cases where the classical bootstrap fails, but also in situations where it is valid.
Year of publication: |
2001
|
---|---|
Authors: | Janssen, Paul ; Swanepoel, Jan ; Veraverbeke, Noël |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 3, p. 261-268
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Publisher: |
Elsevier |
Subject: | Consistency rates Modified bootstrap Quantiles |
Saved in:
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