Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/181
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dc.contributor.authorJANSSEN, Paul-
dc.contributor.authorSWANEPOEL, Jan-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2004-08-28T08:14:20Z-
dc.date.available2004-08-28T08:14:20Z-
dc.date.issued2002-
dc.identifier.citationStatistics and Probability Letters, 58(1). p. 31-39-
dc.identifier.issn0167-7152-
dc.identifier.urihttp://hdl.handle.net/1942/181-
dc.description.abstractWe consider a modification of the classical bootstrap procedure for censored observations by choosing a resample size m which is possibly different from the original sample size n. In the situation of quantile estimation we establish weak convergence of the bootstrap error process and show that modified bootstrapping leads to improved consistency rates for the maximum error.-
dc.language.isoen-
dc.subjectMathematical Statistics-
dc.subjectNon and semiparametric methods-
dc.titleThe modified bootstrap error process for Kaplan-Meier quantiles-
dc.typeJournal Contribution-
dc.identifier.epage39-
dc.identifier.issue1-
dc.identifier.spage31-
dc.identifier.volume58-
local.bibliographicCitation.jcatA1-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.bibliographicCitation.oldjcatA1-
dc.identifier.doi10.1016/S0167-7152(02)00100-1-
dc.identifier.isi000176787600004-
item.contributorJANSSEN, Paul-
item.contributorSWANEPOEL, Jan-
item.contributorVERAVERBEKE, Noel-
item.fullcitationJANSSEN, Paul; SWANEPOEL, Jan & VERAVERBEKE, Noel (2002) The modified bootstrap error process for Kaplan-Meier quantiles. In: Statistics and Probability Letters, 58(1). p. 31-39.-
item.validationecoom 2003-
item.fulltextNo Fulltext-
item.accessRightsClosed Access-
crisitem.journal.issn0167-7152-
crisitem.journal.eissn1879-2103-
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