Bootstrapping Multivariate U-Quantiles and Related Statistics
The asymptotic consistency of the bootstrap approximation of the vector of the marginal generalized quantiles of U-statistic structure (multivariate U-quantiles for short) is established. The asymptotic accuracy of the bootstrap approximation is also obtained. Extensions to smooth functions of marginal generalized quantiles are given and some specific examples, such as the vector of marginal sample quantiles and the vector of marginal Hodges-Lehmann location estimators, are discussed.
Year of publication: |
1994
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Authors: | Helmers, R. ; Huskova, M. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 49.1994, 1, p. 97-109
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Publisher: |
Elsevier |
Saved in:
Online Resource
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