On inconsistency of the jackknife-after bootstrap bias estimator for dependent data

DOI10.1006/JMVA.1997.1699MaRDI QIDQ1372214zbMATH OpenOpenAlexFDO

Authors Soumendra N. Lahiri

Publication date 12 November 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ececabcc8966effcbffd4555224286ae63216747

zbMATH Keywords

consistencyblock bootstrapweak dependencejackknife-after-bootstrap estimator

Mathematics Subject Classification ID

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

Recommendations

• ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
• Jackknifing the bootstrap: some monte carlo evidence
• The jackknife and the bootstrap for general stationary observations

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• A general theory for jackknife variance estimation
• Blockwise bootstrapped empirical process for stationary sequences
• Jackknife approximations to bootstrap estimates
• Jackknifing maximum likelihood estimates
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• On Edgeworth expansion and moving block bootstrap for Studentized M-estimators in multiple linear regression models
• On blocking rules for the bootstrap with dependent data
• On the asymptotic accuracy of Efron's bootstrap
• Resampling a coverage pattern
• Second order optimality of stationary bootstrap
• Second-order correctness of the blockwise bootstrap for stationary observations
• Some asymptotic theory for the bootstrap
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Theoretical comparison of bootstrap confidence intervals
• Validity of blockwise bootstrap for empirical processes with stationary observations

Cited in

(5)

• The jackknife and the bootstrap for general stationary observations
• Confidence interval estimation of overlap: equal means case.
• Inconsistency of bootstrap: the Grenander estimator
• ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic

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