Bootstrap by sequential resampling

DOI10.1016/S0378-3758(97)00041-4zbMath0945.62014MaRDI QIDQ1378816

C. Radhakrishna Rao, Pramod K. Pathak, Vladimir I. Koltchinskii

Publication date: 10 October 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

weak convergencesymmetrizationempirical processesquantilesinformation contentempirical measuresPoissonizationasymptotic correctnessp-variationsampling viewpointsequential resampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Sequential statistical methods (62L99) Nonparametric statistical resampling methods (62G09)

Related Items

THE SEQUENTIAL BOOTSTRAP: A COMPARISON WITH REGULAR BOOTSTRAP, Reminiscences, and some explorations about the bootstrap, A central limit theorem for bootstrap sample sums from non-i.i.d. models, Sufficient m-out-of-n (m/n) bootstrap, Density estimation using bootstrap quantile variance and quantile-mean covariance, Consistency of the reduced bootstrap for sample means, On weak convergence of the bootstrap general empirical process with random resample size, A Monte Carlo comparison of three consistent bootstrap procedures, Second-order correctness of the Poisson bootstrap, Consistency of the Subsample Bootstrap empirical process

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