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A "Delta Method" Approach to Bahadur–Kiefer Theorems |
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| Authors: | Keith Knight |
| Institution: | University of Toronto |
| Abstract: | We consider an approach to deriving Bahadur–Kiefer theorems based on a "delta method" for sequences of minimizers. This approach is used to derive Bahadur–Kiefer theorems for the sample median and other estimators. |
| Keywords: | Bahadur–Kiefer theorems bootstrap delta method sample quantiles |