BOOTSTRAPPING MULTIVARIATE U-QUANTILES AND RELATED STATISTICS

Authors
HELMERS R HUSKOVA M
Citation
R. Helmers et M. Huskova, BOOTSTRAPPING MULTIVARIATE U-QUANTILES AND RELATED STATISTICS, Journal of Multivariate Analysis, 49(1), 1994, pp. 97-109
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
49
Issue
1
Year of publication
1994
Pages
97 - 109
Database
ISI
SICI code
0047-259X(1994)49:1<97:BMUARS>2.0.ZU;2-4
Abstract
The asymptotic consistency of the bootstrap approximation of the vecto r of the marginal generalized quantiles of U-statistic structure (mult ivariate U-quantiles for short) is established. The asymptotic accurac y of the bootstrap approximation is also obtained. Extensions to smoot h functions of marginal generalized quantiles are given and some speci fic examples, such as the vector of marginal sample quantiles and the vector of marginal Hodges-Lehmann location estimators, are discussed. (C) 1994 Academic Press, Inc.