Abstract
Let Fn denote the empirical distribution of a sample of size n from a distribution function F, and let Hn,t denote the distribution of n(Fn(t)-F(t)). Contrary to the intuition, Hn,t is not approximated uniformly over t by its bootstrapped counterpart. The main problem is at the values of t near the tails of F. Two results exploring this phenomenon are presented here.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 587-589 |
| Number of pages | 3 |
| Journal | Journal of Statistical Planning and Inference |
| Volume | 126 |
| Issue number | 2 |
| DOIs | |
| State | Published - Dec 1 2004 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics
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