Authors: Sharipov, Olimjon S.
Wendler, Martin
Title: Noncentral limit theorem and the bootstrap for quantiles of dependent data
Language (ISO): en
Abstract: We will show under minimal conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Under slightly stronger conditions, the bootstrap is strongly consistent. Without the differentiability condition, quantiles might have a non-normal asymptotic distribution and the bootstrap might fail.
URI: http://hdl.handle.net/2003/29439
http://dx.doi.org/10.17877/DE290R-4802
Issue Date: 2012-05-10
Appears in Collections:Sonderforschungsbereich (SFB) 823

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