On general resampling algorithms and their performance in distribution estimation

DOI10.1214/AOS/1176325769zbMath0828.62039OpenAlexW2074513287MaRDI QIDQ1896249

Enno Mammen

Publication date: 2 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325769

zbMATH Keywords

cumulantsmeannecessary and sufficient conditionshigher-order momentsEdgeworth expansionjackknifewild bootstrapdistribution estimationCornish-Fisher expansionssecond-order propertiesgeneral bootstrap algorithmsgeneral resampling algorithms

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (12)

Some nonasymptotic results on resampling in high dimension. I: Confidence regions ⋮ A study of a class of weighted bootstrap for censored data ⋮ Bootstrap by sequential resampling ⋮ Weighted bootstrap for neural model selection ⋮ On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators ⋮ Quantile varying-coefficient structural equation model ⋮ Model selection by resampling penalization ⋮ On the performance of weighted bootstrapped kernel deconvolution density estimators ⋮ Empirical likelihood block bootstrapping ⋮ Second-order correctness of the Poisson bootstrap ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Weighted bootstrapped kernel density estimators in two-sample problems

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