The asymptotic accuracy of the bootstrap of U-quantiles

• 成果类型: Article
• 署名作者: Arcones, MA
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324324
• 发表日期: 1995
• 页码: 1802-1822
• 关键词: WEAK-CONVERGENCE; statistics

摘要

The order of the Kolmogorov-Smirnov distance for the bootstrap of U-quantiles is considered. We observe that the order of the bootstrap of U-quantiles depends on the order of the local variance of the first term of the Hoeffding decomposition at the U-quantile. This order can be smaller than the order of the bootstrap of quantiles: U-quantiles can be smoother than quantiles.