Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152143 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Under slightly stronger conditions, the bootstrap is strongly consistent. Without the differentiability condition, quantiles might have a nonnormal asymptotic distribution and the bootstrap might fail.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Olimjon Sh. Sharipov, Martin Wendler,