Bootstrapping for generalized l-statistics

DOI10.1080/03610928908830018zbMath0696.62050OpenAlexW2161482262MaRDI QIDQ3473019

Jun Shao

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830018

zbMATH Keywords

Hodges-Lehmann estimatorU-statisticWeak consistencybootstrap representation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (1)

A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median

Cites Work

• Laws of large numbers for bootstrapped U-statistics
• Generalized L-, M-, and R-statistics
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Approximation Theorems of Mathematical Statistics
• Better Bootstrap Confidence Intervals
• Limit theorems for dissociated random variables

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