Bootstrap estimation of the asymptotic variances of statistical functionals

DOI10.1007/BF02481147MaRDI QIDQ756330zbMATH OpenOpenAlexFDO

Authors Jun Shao

Publication date 1990

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02481147

zbMATH Keywords

consistencyasymptotic varianceFrechet differentiabilitydifferentiable statistical functionalsmodified bootstrap variance estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 3921751 (Why is no real title available?)
• scientific article; zbMATH DE number 4128239 (Why is no real title available?)
• A note on bootstrapping the sample median
• A note on proving that the (modified) bootstrap works
• Approximation Theorems of Mathematical Statistics
• Better Bootstrap Confidence Intervals
• Bootstrap methods: another look at the jackknife
• Bootstrap variance and bias estimation in linear models
• Consistency of jackknife estimators of the variances of simple quantiles
• On the asymptotic accuracy of Efron's bootstrap
• Resampling Inference With Complex Survey Data
• The Influence Curve and Its Role in Robust Estimation

Cited in

(22)

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• Bootstrapping robust estimates of regression
• Estimating the \(p\)-values of robust tests for the linear model
• scientific article; zbMATH DE number 5583592 (Why is no real title available?)
• Bootstrap variance estimators with truncation
• scientific article; zbMATH DE number 49728 (Why is no real title available?)
• scientific article; zbMATH DE number 4213240 (Why is no real title available?)
• Functional limit theorems for inverse bootstrap processes of sample quantiles
• A modified bootstrap estimator for the mean of an asymmetric distribution
• Novel method for a posteriori uncertainty quantification in wildland fire spread simulation
• The bootstrap: Some large sample theory and connections with robustness
• scientific article; zbMATH DE number 3994735 (Why is no real title available?)
• On a modified bootstrap for certain asymptotically nonnormal statistics
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
• Easy bootstrap-like estimation of asymptotic variances
• A note on the stationary bootstrap's variance
• Bootstrap estimation of covariance matrices via the percentile method
• On the dispersion of multivariate median
• Bootstrapping statistical functionals

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