Bootstrapping statistical functionals
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Publication:1273030
DOI10.1016/S0167-7152(98)00055-8zbMath0954.62057OpenAlexW1992960124MaRDI QIDQ1273030
M. Dolores Jiménez-Gamero, J. Muñoz-García, A. Muñoz-Reyes
Publication date: 2 December 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00055-8
bootstrapFréchet differentiabilityconsistencyvariance estimationdistribution estimationoutlier bootstrap sample
Related Items (2)
A composite quantile function estimator with applications in bootstrapping ⋮ An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage
Cites Work
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- Bootstrap estimation of the asymptotic variances of statistical functionals
- A note on bootstrapping the sample median
- The bootstrap: Some large sample theory and connections with robustness
- Some asymptotic theory for the bootstrap
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap methods: another look at the jackknife
- The Influence Curve and Its Role in Robust Estimation
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