On the uniform asymptotic validity of subsampling and the bootstrap
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Abstract: This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions . These results are then applied (i) to construct confidence regions that behave well uniformly over in the sense that the coverage probability tends to at least the nominal level uniformly over and (ii) to construct tests that behave well uniformly over in the sense that the size tends to no greater than the nominal level uniformly over . Without these stronger notions of convergence, the asymptotic approximations to the coverage probability or size may be poor, even in very large samples. Specific applications include the multivariate mean, testing moment inequalities, multiple testing, the empirical process and U-statistics.
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Cited in
(34)- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Likelihood inference in some finite mixture models
- Consistency of the Subsample Bootstrap empirical process
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