JSM 2005 - Toronto

Abstract #302967

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.



The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

Back to main JSM 2005 Program page
Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 103
Type: Contributed
Date/Time: Monday, August 8, 2005 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #302967
Title: On the Accuracy of Bootstrapping Sample Quantiles of Strongly Mixing Sequences
Author(s): Shuxia Sun*+
Companies: Wright State University
Address: 159 MM, Dayton, OH, 45435, United States
Keywords: moving block bootstrap ; sample quantile ; strictly stationary ; strongly mixing ; weakly dependent
Abstract:

In this paper, we examine the rate of convergence of the moving block bootstrap (MBB) approximations to distributions of normalized sample quantiles based on strongly mixing observations. Under suitable smoothness and regularity conditions on the one-dimensional marginal distribution function, the MBB approximation to the distribution of sample quantiles of weakly dependent random variables has the same accuracy as Efron's bootstrap approximation to the distribution of sample quantiles based on independent observations. Our result extends Theorem 2 of Singh (1981).

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2005 program

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005