On the inconsistency of bootstrap distribution estimators

DOI10.1016/0167-9473(93)90241-KzbMath0875.62115OpenAlexW1992765768MaRDI QIDQ2563668

Léopold Simar, Wolfgang Karl Härdle

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90241-k

zbMATH Keywords

bootstrapconsistencyrankmaximumiterated bootstraptie

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues ⋮ On latent idealized models in symbolic datasets: unveiling signals in noisy sequencing data ⋮ Testing increasing dispersion ⋮ Bootstrapping the change-point of a hazard rate ⋮ Efficiency of financial institutions: International survey and directions for future research

Cites Work

• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Bootstrap tests and confidence regions for functions of a covariance matrix
• On the bootstrap and confidence intervals
• Bootstrap of the mean in the infinite variance case
• Theoretical comparison of bootstrap confidence intervals
• On the bootstrap of the sample mean in the infinite variance case
• Empirical Evidence on the Law of Demand
• On bootstrap resampling and iteration
• Prepivoting to reduce level error of confidence sets
• The bootstrap and Edgeworth expansion

This page was built for publication: On the inconsistency of bootstrap distribution estimators