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

DOI10.1006/JMVA.1997.1699zbMATH Open0886.62050OpenAlexW2024669828MaRDI QIDQ1372214FDOQ1372214

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

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

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)

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• Theoretical comparison of bootstrap confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• A general theory for jackknife variance estimation
• On blocking rules for the bootstrap with dependent data
• Some asymptotic theory for the bootstrap
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• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Blockwise bootstrapped empirical process for stationary sequences
• Title not available (Why is that?)
• Second-order correctness of the blockwise bootstrap for stationary observations
• On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Resampling a coverage pattern
• Jackknifing maximum likelihood estimates
• Second order optimality of stationary bootstrap
• Jackknife approximations to bootstrap estimates
• Title not available (Why is that?)

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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