Second-order properties of an extrapolated bootstrap without replacement under weak assumptions

DOI10.2307/3318585MaRDI QIDQ1363400zbMATH OpenOpenAlexFDO

Authors Patrice Bertail

Publication date 5 September 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1177526727

zbMATH Keywords

Gaussian approximationmoving block bootstrapundersamplingwithout replacement

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40)

Review text

The paper investigates a variant of the bootstrap, namely one which samples less than the actual sample size (undersampling) and without replacement (WoRB). It shows that the WoRB admits an Edgeworth expansion of the standardized statistic when some assumptions hold. The order of the error is \(O(b_n^{-1/2})\) when one samples \(b_n\) out of \(n\) observations. This is worse than \(O(n^{-1/2})\). But a convex combination of the undersampled WoRB and the usual Gaussian approximation leads to an improvement. This gives second order correct confidence intervals when the sample size is chosen adequately. The results are extended to strong mixing random fields using the idea of moving block bootstrap. The last section gives some simulation results.

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Cited in

(16)

• K-sample subsampling in general spaces: the case of independent time series
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
• An Edgeworth expansion for symmetric finite population statistics
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
• The numerical bootstrap
• On distribution function estimation using log-odds interpolation
• Regeneration-based statistics for Harris recurrent Markov chains
• Bootstrap confidence intervals for the pareto index
• Subsampling, symmetrization, and robust interpolation
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• Measuring the algorithmic convergence of randomized ensembles: the regression setting
• Scaling by subsampling for big data, with applications to statistical learning
• Mean square consistency and improved rate of convergence of generalized subsampling estimator for non-stationary time series
• Coupling methods for multistage sampling

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