A note on the inverse bootstrap process for large quantiles
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.
Year of publication: |
1991
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Authors: | Falk, Michael |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 38.1991, 2, p. 359-363
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Publisher: |
Elsevier |
Saved in:
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