J. Aust. Math. Soc.  82 (2007), 263-281
On the accuracy of bootstrapping sample quantiles of strongly mixing sequences

Shuxia Sun
  Department of Mathematics and Statistics
  Wright State University
  Dayton, OH 45435
  USA
  shuxia.sun@wright.edu


Abstract
In this paper, we examine the rate of convergence of moving block bootstrap (MBB) approximations to the distributions of normalized sample quantiles based on strongly mixing observations. Under suitable smoothness and regularity conditions on the one-dimensional marginal distribution function, the rate of convergence of the MBB approximations to distributions of centered and scaled sample quantiles is of order $O(n^{-1/4}\log \log n)$.
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