The bootstrap - a review

MaRDI QIDQ1965952zbMATH OpenFDO

Authors Wenceslao González-Manteiga, José Manuel Prada Sáncher

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

Bayesian methodsbootstrapcross-validationjackknifesmoothing

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Review text

In this review the main ideas of bootstrap techniques are described. At first Efron's naive bootstrap is compared with the jackknife as a tool of bias and variance estimation for smooth statistics of i.i.d. samples. Then bootstrap approximations of the distribution of a statistic and bootstrap confidence intervals are considered. The Edgeworth expansion is used to demonstrate the second order efficiency of bootstrap procedures. Then adaptations of bootstrap to linear regression models, ARMA models and to estimation of prediction errors are described. The alternatives for naive bootstrap (smoothed, symmetrized, Bayesian and wild bootstrap methods) are mentioned. Bootstrap methods of bandwidth selection for kernel density estimation and nonparametric regression are discussed as well as bootstrap for censored data. Results of original simulation studies are presented to illustrate examples of bootstrap methods application. The bibliography contains 195 items.

Recommendations

• scientific article; zbMATH DE number 708500
• scientific article; zbMATH DE number 1375595
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
• Publication:3490775
• scientific article; zbMATH DE number 549941

Cited in

(26)

• Bootstrap, or the art of pulling yourself out of a swamp
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• Applications of intentionally biased bootstrap methods
• On bootstrap and analytical bias corrections
• When does bootstrap work! Asymptotic results and simulations
• Bootstrap for nonstandard cases
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
• Bootstrap of minimum distance estimators in regression with correlated disturbances
• Comparison of Prevosti genetic distances
• Bootstrap tests for unit roots based on LAD estimation
• The science of Bradley Efron. Selected Papers. Edited by Carl N. Morris and Robert Tibshirani.
• scientific article; zbMATH DE number 4201397 (Why is no real title available?)
• scientific article; zbMATH DE number 4163928 (Why is no real title available?)
• scientific article; zbMATH DE number 3963008 (Why is no real title available?)
• scientific article; zbMATH DE number 4072126 (Why is no real title available?)
• scientific article; zbMATH DE number 4098516 (Why is no real title available?)
• scientific article; zbMATH DE number 1375595 (Why is no real title available?)
• Intentionally Biased Bootstrap Methods
• scientific article; zbMATH DE number 1313662 (Why is no real title available?)
• scientific article; zbMATH DE number 3999012 (Why is no real title available?)
• Geoffrey Chew: Architect of the Bootstrap
• Central limit theorems for S-Gini and Theil inequality coefficients
• Bootstrap methods: a review
• The nuts and bolts of the BMS bootstrap
• A general bootstrap algorithm for hypothesis testing
• Charging up the functional bootstrap

This page was built for publication: The bootstrap - a review

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1965952)