On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles |
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| Authors: | Micheal Falk |
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| Affiliation: | Department of Mathematics , University of Siegen , H?lderlinst. 3, 5900 Siegen 21, West Germany |
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| Abstract: | It is proved that the accuracy of the bootstrap approximation of the joint distribution of sample quantiles lies between O(n?1/4) and O(n?1/4 an), where (log(n))1/2=O(an). As an application, we investigated confidence intervals based on the bootstrap. |
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| Keywords: | Confidence interval normal approximation Bahadur representation |
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