Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/212
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dc.contributor.authorAERTS, Marc-
dc.contributor.authorJANSSEN, Paul-
dc.date.accessioned2004-08-30T08:18:42Z-
dc.date.available2004-08-30T08:18:42Z-
dc.date.issued1995-
dc.identifier.citationSTATISTICS & PROBABILITY LETTERS, 22(4). p. 317-323-
dc.identifier.urihttp://hdl.handle.net/1942/212-
dc.description.abstractA weighted bootstrap version is defined for U-quantiles. Our main result shows that the (conditional) distribution of the weighted bootstrapped U-quantile provides a strongly consistent estimator for the unknown distribution for the U-quantile under consideration. For the proof we rely on a rank statistic approach.-
dc.language.isoen-
dc.publisherElsevier Science B.V.-
dc.subjectMathematical Statistics-
dc.subject.otherBootstrap consistency; Weighted bootstrapping; U-quantiles; U-statistics with estimated parameters; Rank statistics-
dc.titleWeighted bootstrapping for U-quantiles-
dc.typeJournal Contribution-
dc.identifier.epage323-
dc.identifier.issue4-
dc.identifier.spage317-
dc.identifier.volume22-
dc.bibliographicCitation.oldjcat-
dc.identifier.doi10.1016/0167-7152(94)00083-K-
item.contributorAERTS, Marc-
item.contributorJANSSEN, Paul-
item.fullcitationAERTS, Marc & JANSSEN, Paul (1995) Weighted bootstrapping for U-quantiles. In: STATISTICS & PROBABILITY LETTERS, 22(4). p. 317-323.-
item.fulltextNo Fulltext-
item.accessRightsClosed Access-
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