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Bootstrapping Multivariate U-Quantiles and Related Statistics

✍ Scribed by R. Helmers; M. Huskova

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
391 KB
Volume
49
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

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.

". 1994 Academic Press. Inc

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