On the asymptotic accuracy of the bootstrap under arbitrary resampling size

DOI10.1007/BF02517808zbMath1047.62042OpenAlexW2073516801MaRDI QIDQ1881419

Miguel A. Arcones

Publication date: 5 October 2004

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

Full work available at URL: https://doi.org/10.1007/bf02517808

Mathematics Subject Classification ID

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

Related Items

Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing ⋮ A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median ⋮ The impact of bootstrap methods on time series analysis ⋮ Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Jackknife approximations to bootstrap estimates
• Weak convergence of the maximum error of the bootstrap quantile estimate
• A new proof of the approximate sufficiency of sparse order statistics
• Bootstrap of the mean in the infinite variance case
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions
• Subsampling
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• Large sample confidence regions based on subsamples under minimal assumptions
• The jackknife and bootstrap
• Weak convergence and empirical processes. With applications to statistics
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Uniform Central Limit Theorems
• The bootstrap and Edgeworth expansion