Applications of intentionally biased bootstrap methods

DOI10.4171/DMS/1-3/26MaRDI QIDQ1126818zbMATH OpenFDO

Authors Presnell, Brett, Peter Hall

Publication date 5 August 1998

Published in Documenta Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/231966, http://www.emis.de/journals/DMJDMV/xvol-icm/12/Hall.MAN.html

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zbMATH Keywords

bias reductionbiased-bootstrapcurve estimationempirical likelihoodlocal-linear smoothingvariance stabilizationweighted-bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

Review text

Summary: A class of weighted-bootstrap techniques, called biased-bootstrap methods, is proposed. It is motivated by the need to adjust more conventional, uniform-bootstrap methods in a surgical way, so as to alter some of their features while leaving others unchanged. Depending on the nature of the adjustment, the biased bootstrap can be used to reduce bias, or reduce variance, or render some characteristic equal to a predetermined quantity. More specifically, applications of bootstrap methods include hypothesis testing, variance stabilisation, both density estimation and nonparametric regression under constraints, `robustification' of general statistical procedures, sensitivity analysis, generalised method of moments, shrinkage, and many more.

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• Bias and variance reduction techniques for bootstrap information criteria

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