Weighted bootstraps for the variance

DOI10.1016/S0378-3758(99)00008-7MaRDI QIDQ1125547zbMATH OpenFDO

Authors Armelle Guillou

Publication date 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(99)00008-7

zbMATH Keywords

Coverage probabilityEdgeworth expansionsOne-sided confidence intervalWeighted bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Bayesian method for weighted sampling
• A rank statistics approach to the consistency of a general bootstrap
• Bootstrap methods: another look at the jackknife
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Efficient weighted bootstraps for the mean
• Exchangeably weighted bootstraps of the general empirical process
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 4024401 (Why is no real title available?)
• scientific article; zbMATH DE number 37585 (Why is no real title available?)
• scientific article; zbMATH DE number 63435 (Why is no real title available?)
• The bootstrap and Edgeworth expansion
• The weighted bootstrap

Cited in

(6)

• Efficient weighted bootstraps for the mean
• Weighted bootstrap for \(U\)-statistics
• On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
• Edgeworth expansions for two point estimators of the proportion of measures
• The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics
• scientific article; zbMATH DE number 806610 (Why is no real title available?)

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