The modified bootstrap error process for Kaplan-Meier quantiles

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.

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Year of publication:	2002
Authors:	Janssen, Paul ; Swanepoel, Jan ; Veraverbeke, Noël
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 1, p. 31-39
Publisher:	Elsevier
Keywords:	Berry-Esséen bound Bootstrap consistency rates Kaplan-Meier estimator Modified bootstrap Quantiles Weak convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254126