Noncentral limit theorem and the bootstrap for quantiles of dependent data

dc.contributor.author	Sharipov, Olimjon S.
dc.contributor.author	Wendler, Martin
dc.date.accessioned	2012-05-10T08:56:46Z
dc.date.available	2012-05-10T08:56:46Z
dc.date.issued	2012-05-10
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/29439
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-4802
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;17/2012
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Noncentral limit theorem and the bootstrap for quantiles of dependent data	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

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