Article ID Journal Published Year Pages File Type
7546291 Journal of the Korean Statistical Society 2017 10 Pages PDF
Abstract
Let {X,Xn,n≥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,1∗,⋯,Xn,n∗} 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 ξ̂np∗ are established.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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