Inference on means using the bootstrap

DOI10.1214/AOS/1176346267MaRDI QIDQ794088zbMATH OpenOpenAlexFDO

Authors Kesar Singh, G. Jogesh Babu

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346267

zbMATH Keywords

bootstrap approximationEdgeworth expansionlinear combination of meansStudentized estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Review text

For a linear combination of means of k (\(\geq 2)\) populations (based on independent samples), it is shown that the bootstrap approximation to the distribution of the Studentized estimator is better than that of the estimator itself. In this context, it is assumed that the underlying distribution has finite moments up to the 6th order, and there seems to be scope for weakening this stringent moment condition.

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Cited in

(33)

• Bootstrap approach to the multi-sample test of means with imprecise data
• Edgeworth expansions for sampling without replacement from finite populations
• Performance of balanced bootstrap resampling in distribution function and quantile problems
• Edgeworth expansions for errors-in-variables models
• Subsample and half-sample methods
• Bootstrap for nonstandard cases
• Confidence limits to the distance of the true distribution from a misspecified family by bootstrap
• Second-order correctness of the Poisson bootstrap
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
• Bootstrap -- an exploration
• Bootstrap confidence intervals
• Bootstrap inference for inequality, mobility and poverty measurement
• Double bootstrap for shrinkage estimators
• A note on bootstrap for Gupta's subset selection procedure
• On distribution function estimation using log-odds interpolation
• Bootstrap of means under stratified sampling
• Pairwise comparisons of trimmed means for two or more groups
• Simulated Power Curves for some Location Tests
• The robustness of bootstrap estimator of variance
• A Nonparametric Procedure for Choosing a Location Test
• Tests of hypotheses about regression parameters when using a robust estimator
• Classical, Bayesian, and generalized inferences of the reliability of a multicomponent system with censored data
• Generalized confidence limits for the performance index of the exponentially distributed lifetime
• A note on bootstrapping the variance of sample quantile
• Randomization Tests for Weak Null Hypotheses in Randomized Experiments
• The impact of bootstrap methods on time series analysis
• Kesar Singh's contributions to statistical methodology
• End-to-end, decision-based, cardinality-constrained portfolio optimization
• Smoothing bias and its treatment in nonparametric kernel estimation
• Bootstrap in Markov-sequences based on estimates of transition density
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• Bootstrap approximation to distributions of finite population U-statistics

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