Bootstrap Sample Size in Nonregular Cases
From MaRDI portal
Publication:4318360
DOI10.2307/2161196zbMath0820.62037MaRDI QIDQ4318360
Publication date: 11 September 1995
Full work available at URL: https://doi.org/10.2307/2161196
consistency; nonsmooth; extreme order statistics; sample quantiles; differentiable statistical functionals; nonregular cases; bootstrap estimator; estimators based on tests; functions of means; nondifferentiable functions of means
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
Related Items
On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships, Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating an endpoint of a distribution with resampling methods
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Edgeworth corrected pivotal statistics and the bootstrap
- Bootstrap of the mean in the infinite variance case
- Theoretical comparison of bootstrap confidence intervals
- Some asymptotic theory for the bootstrap
- Some results on the influence of extremes on the bootstrap
- Bootstrap methods: another look at the jackknife
- Approximation Theorems of Mathematical Statistics
- Better Bootstrap Confidence Intervals
- A note on proving that the (modified) bootstrap works
- Prepivoting to reduce level error of confidence sets
- The Influence Curve and Its Role in Robust Estimation