Summary
The product-limit estimator and its quantile process are represented as i.i.d. mean processes, with a remainder of ordern −3/4(logn)3/4 a.s. Corresponding bootstrap versions of these representations are given, which can help one visualize how the bootstrap procedure operates in this set up.
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Research supported by NSF grants MCS-81-02341 and MCS 83-01082
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Lo, SH., Singh, K. The product-limit estimator and the bootstrap: Some asymptotic representations. Probab. Th. Rel. Fields 71, 455–465 (1986). https://doi.org/10.1007/BF01000216
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DOI: https://doi.org/10.1007/BF01000216
Keywords
- Stochastic Process
- Probability Theory
- Mathematical Biology
- Asymptotic Representation
- Bootstrap Procedure