Bootstrap variance estimators with truncation

DOI10.1016/0167-7152(92)90119-PMaRDI QIDQ1200740zbMATH OpenOpenAlexFDO

Authors 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

consistencytruncationsimulation studyasymptotic varianceinterquartile 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)

Recommendations

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Cites work

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

Cited in

(11)

• Maximum likelihood and the bootstrap for nonlinear dynamic models
• A test of homogeneity for age-dependent branching processes with immigration
• Bootstrapping robust estimates of regression
• A modified bootstrap estimator for the mean of an asymmetric distribution
• Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
• Bootstrap estimation of the asymptotic variances of statistical functionals
• Estimating the \(p\)-values of robust tests for the linear model
• Bootstrap estimation of covariance matrices via the percentile method
• Statistical bootstrapping methods in VaR calculation
• Bootstrapping MM-estimators for linear regression with fixed designs
• An averaging estimator for two-step m-estimation in semiparametric models

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