Bootstrap variance estimators with truncation

DOI10.1016/0167-7152(92)90119-PzbMath0752.62024OpenAlexW2001290899MaRDI QIDQ1200740

Jun Shao

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90119-p

zbMATH Keywords

consistencytruncationasymptotic variancesimulation studyinterquartile rangesample quantilessample meansbootstrap estimator of the asymptotic covariance matrixbootstrap Monte Carlo approximationfinite-sample performancemodified bootstrap estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites Work

• A note on bootstrapping the sample median
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• Better Bootstrap Confidence Intervals