The order of the Kolmogorov-Smirnov distance for the bootstrap of $U$-quantiles is considered. We observe that the order of the bootstrap of $U$-quantiles depends on the order of the local variance of the first term of the Hoeffding decomposition at the $U$-quantile. This order can be smaller than the order of the bootstrap of quantiles: $U$-quantiles can be smoother than quantiles.
@article{1176324324,
author = {Arcones, Miguel A.},
title = {The Asymptotic Accuracy of the Bootstrap of $U$-Quantiles},
journal = {Ann. Statist.},
volume = {23},
number = {6},
year = {1995},
pages = { 1802-1822},
language = {en},
url = {http://dml.mathdoc.fr/item/1176324324}
}
Arcones, Miguel A. The Asymptotic Accuracy of the Bootstrap of $U$-Quantiles. Ann. Statist., Tome 23 (1995) no. 6, pp. 1802-1822. http://gdmltest.u-ga.fr/item/1176324324/