The bootstrap: Some large sample theory and connections with robustness

DOI10.1016/0167-7152(85)90033-1zbMath0595.62038OpenAlexW2076276282MaRDI QIDQ1077837

William C. Parr

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90033-1

zbMATH Keywords

robustnesslocationsampling distributionsbootstrap variance estimatorconsistency of the bootstrapdifferentiable statistical functionalstail conditionmodification of Efron's estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

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Cites Work

• A note on bootstrapping the sample median
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• The Influence Curve and Its Role in Robust Estimation
• A General Qualitative Definition of Robustness