Bootstrap Sample Size in Nonregular Cases
From MaRDI portal
Publication:4318360
DOI10.2307/2161196zbMath0820.62037MaRDI QIDQ4318360
Publication date: 11 September 1995
Full work available at URL: https://doi.org/10.2307/2161196
consistency; nonsmooth; extreme order statistics; sample quantiles; differentiable statistical functionals; nonregular cases; bootstrap estimator; estimators based on tests; functions of means; nondifferentiable functions of means
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
Related Items
On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating an endpoint of a distribution with resampling methods
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Edgeworth corrected pivotal statistics and the bootstrap
- Bootstrap of the mean in the infinite variance case
- Theoretical comparison of bootstrap confidence intervals
- Some asymptotic theory for the bootstrap
- Some results on the influence of extremes on the bootstrap
- Bootstrap methods: another look at the jackknife
- Approximation Theorems of Mathematical Statistics
- Better Bootstrap Confidence Intervals
- A note on proving that the (modified) bootstrap works
- Prepivoting to reduce level error of confidence sets
- The Influence Curve and Its Role in Robust Estimation
