Bootstrapping the distance between smoot
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M. Falk; R. -D. Reiss
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Article
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1989
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Springer
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English
โ 435 KB
The normalized Kolmogorov-Smirnov and variational distance between the distribution of the sample q-quantile and the pertaining smooth bootstrap distribution are asymptotically distributed like the absolute value of a normal random variable. The distribution functions of these random distances may s