On the inconsistency of bootstrap distribution estimators

DOI10.1016/0167-9473(93)90241-KMaRDI QIDQ2563668zbMATH OpenOpenAlexFDO

Authors Léopold Simar, Wolfgang K. Härdle, Peter Hall

Publication date 10 November 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90241-k

zbMATH Keywords

bootstrapconsistencyiterated bootstrapmaximumranktie

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09)

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Cites work

• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Bootstrap of the mean in the infinite variance case
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Empirical Evidence on the Law of Demand
• On bootstrap resampling and iteration
• On the bootstrap and confidence intervals
• On the bootstrap of the sample mean in the infinite variance case
• Prepivoting to reduce level error of confidence sets
• The bootstrap and Edgeworth expansion
• Theoretical comparison of bootstrap confidence intervals

Cited in

(17)

• Using the bootstrap to quantify the authority of an empirical ranking
• Comparison of two treatments and inconsistency of bootstrap
• A rank statistics approach to the consistency of a general bootstrap
• Efficiency of financial institutions: International survey and directions for future research
• A note on methods of restoring consistency to the bootstrap
• scientific article; zbMATH DE number 4018126 (Why is no real title available?)
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
• Bootstrap Sample Size in Nonregular Cases
• scientific article; zbMATH DE number 1114385 (Why is no real title available?)
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Bootstrapping rank statistics.
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• On latent idealized models in symbolic datasets: unveiling signals in noisy sequencing data
• Testing increasing dispersion
• Bootstrapping the change-point of a hazard rate
• Some results on the convergence of conditional distributions
• Inconsistency of bootstrap: the Grenander estimator

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