Bootstrap estimation of the asymptotic variances of statistical functionals

DOI10.1007/BF02481147zbMath0722.62033OpenAlexW2008976725MaRDI QIDQ756330

Jun Shao

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf02481147

zbMATH Keywords

consistencyasymptotic varianceFrechet differentiabilitydifferentiable statistical functionalsmodified bootstrap variance estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• A note on bootstrapping the sample median
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• Approximation Theorems of Mathematical Statistics
• Consistency of jackknife estimators of the variances of simple quantiles
• Better Bootstrap Confidence Intervals
• A note on proving that the (modified) bootstrap works
• Resampling Inference With Complex Survey Data
• Bootstrap variance and bias estimation in linear models
• The Influence Curve and Its Role in Robust Estimation

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