On the second order efficiency of bootstrap estimators of sampling distributions

DOI10.3836/TJM/1270134271MaRDI QIDQ1113237zbMATH OpenOpenAlexFDO

Authors Takeru Suzuki

Publication date 1988

Published in Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3836/tjm/1270134271

zbMATH Keywords

bootstrap estimatorsecond order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Review text

Given \(X_ i\) i.i.d. with d.f. F, let \(g_ n(.,F)\) be the d.f. of an appropriate normalized statistic based on \(X_ 1,...,X_ n\) and let \(\hat g_{n,B}=g_ n(.,\hat F_ n)\) be the bootstrap estimator of \(g_ n(.,F)\), where \(\hat F_ n\) is the empirical d.f. based on \(X_ 1,...,X_ n\). The present paper proves second order asymptotic efficiency in the sense of \textit{M. Akahira} and \textit{K. Takeuchi} [Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency. (1981; Zbl 0463.62026)], of an appropriately corrected version of \(\hat g_{n,B}\) under conditions about \(g_ n(.,F)\) similar to Ass. 1 or 1' of \textit{R. Beran} [Ann. Stat. 10, 212-225 (1982; Zbl 0485.62037)].

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