Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7546291 | Journal of the Korean Statistical Society | 2017 | 10 Pages |
Abstract
Let {X,Xn,nâ¥1} be a sequence of independent identically distributed (i.i.d.) random variables defined on a probability space (Ω,F,P) with common distribution F, and let {Xn,1â,â¯,Xn,nâ} be a bootstrap sample from the empirical distribution Fn. Based on the bootstrap sample, the moderate deviation, large deviation and Bahadur's asymptotic efficiency of the bootstrap sample pth quantile ξÌnpâ are established.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yu Miao, Jianyong Mu, Jinghuan Zhao, Saralees Nadarajah,