A modified bootstrap estimator for the mean of an asymmetric distribution

DOI10.2307/3315660MaRDI QIDQ4201520zbMATH OpenOpenAlexFDO

Authors C. F. de Beer, Jan Swanepoel

Publication date 25 August 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315660

zbMATH Keywords

asymptotic normalitystrong consistencyconfidence intervalsconvex combinationsample meanmean squared errorspopulation meanMonte Carlo studiessample medianmodified bootstrap estimator

Mathematics Subject Classification ID

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

Recommendations

• Bootstrap estimation of the asymptotic variances of statistical functionals
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• IMPROVED BOOTSTRAP THROUGH MODIFIED RESAMPLE SIZE
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Cites work

• A note on bootstrapping the sample median
• A note on proving that the (modified) bootstrap works
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Bootstrap choice of tuning parameters
• Bootstrap methods: another look at the jackknife
• Resampling Inference With Complex Survey Data
• Some asymptotic theory for the bootstrap
• The random average mode estimator

Cited in

(5)

• Bootstrap variance estimators with truncation
• On a modified bootstrap for certain asymptotically nonnormal statistics
• The total bootstrap median: a robust and efficient estimator of location and scale for small samples
• Bootstrapping the mean of a symmetric population
• A Confidence Interval and Test for the Mean of an Asymmetric Distribution

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