Abstract

The modified bootstrap error process for Kaplan-Meier quantiles

Paul Janssen, Jan Swanepoel and Noel Veraverbeke

We consider a modification of the classical bootstrap procedure for censored observations by choosing a resample size m which is possibly different from the original sample size n. In the situation of quantile estimation we establish weak convergence fo the bootstrap error process and show that modified bootstrapping leads to improved consistency rates for the maximum error.

  Last update: February, 17, 2003  - Contact : S. Malali