Bootstrap methods in statistics
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The bootstrap method of statistical estimation is surveyed. The consistency and asymptotic minimaxity of bootstrap distribution estimates are established. The asymptotic normality of these estimates is also proved. A close connection between bootstrap and jackknife methods is given. As an example the bootstrap estimate of the distribution of the Kolmogorov-Smirnov statistic is studied in detail.
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Cited in
(58)- K-sample subsampling in general spaces: the case of independent time series
- The bootstrap: Some large sample theory and connections with robustness
- Convergence of stochastic empirical measures
- Unusual properties of bootstrap confidence intervals in regression problems
- Local bootstrap
- Bootstrap method and empirical process
- Weak convergence of dependent empirical measures with application to subsampling in function spaces
- Resampling: consistency of substitution estimators
- On bootstrap estimation of the distribution of the Studentized mean
- Subsampling for heteroskedastic time series
- Control of generalized error rates in multiple testing
- On the exact bootstrap distribution of linear statistics
- Blowing number of a distribution for a statistics and loyal estimators
- Nonparametric comparison of mean directions or mean axes
- Bootstrapping the mode
- Gap bootstrap methods for massive data sets with an application to transportation engineering
- Bootstrap of means under stratified sampling
- The science of Bradley Efron. Selected Papers. Edited by Carl N. Morris and Robert Tibshirani.
- Subsampling vector autoregressive tests of linear constraints
- Measuring nonlinear dependence in time-series, a distance correlation approach
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
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- Stability
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- Statistical bootstrapping methods in VaR calculation
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- Bootstrap Methods for Developing Predictive Models
- Bootstrap Joint Prediction Regions
- On the bootstrap in cube root asymptotics
- Semiparametric estimation in copula models
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- The bootstrap in econometrics
- Kesar Singh's contributions to statistical methodology
- Chain ladder method: Bayesian bootstrap versus classical bootstrap
- Testing increasing dispersion
- Bootstrap methods for the empirical study of decision-making and information flows in social systems
- Bootstrap choice of tuning parameters
- General bootstrap for dual -divergence estimates
- Bootstrapping general empirical measures
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