Bootstrap estimation of the asymptotic variances of statistical functionals

DOI10.1007/BF02481147zbMATH Open0722.62033OpenAlexW2008976725MaRDI QIDQ756330FDOQ756330

Authors: Jun Shao 

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481147

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zbMATH Keywords

consistencyasymptotic varianceFrechet differentiabilitydifferentiable statistical functionalsmodified bootstrap variance estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Bootstrap methods: another look at the jackknife
• On the asymptotic accuracy of Efron's bootstrap
• The Influence Curve and Its Role in Robust Estimation
• Resampling Inference With Complex Survey Data
• Better Bootstrap Confidence Intervals
• A note on proving that the (modified) bootstrap works
• Title not available (Why is that?)
• A note on bootstrapping the sample median
• Consistency of jackknife estimators of the variances of simple quantiles
• Title not available (Why is that?)
• Bootstrap variance and bias estimation in linear models

Cited In (22)

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• Bootstrapping statistical functionals
• Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
• Bootstrap variance estimators with truncation
• On a modified bootstrap for certain asymptotically nonnormal statistics
• The bootstrap: Some large sample theory and connections with robustness
• Bootstrapping robust estimates of regression
• Title not available (Why is that?)
• A modified bootstrap estimator for the mean of an asymmetric distribution
• Easy bootstrap-like estimation of asymptotic variances
• Title not available (Why is that?)
• Bootstrap estimation of covariance matrices via the percentile method
• Estimating the \(p\)-values of robust tests for the linear model
• Bootstrapping MM-estimators for linear regression with fixed designs
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• Functional limit theorems for inverse bootstrap processes of sample quantiles
• A note on the stationary bootstrap's variance
• On the dispersion of multivariate median

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