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| Titel: |
A note on proving that the (modified) bootstrap works |
| Auteur: |
Swanepoel, Jan W.H. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 15 (1986) nr. 11 pagina's 3193-3203 |
| Jaar: |
1986 |
| Inhoud: |
Let [image omitted] be a sample of independent, identically distributed (i.i.d.) random variables with common distribution function F and suppose [image omitted] is a bootstrap sample of i.i.d. random variables from the empirical distribution function (e.d.f.) Fn of [image omitted] . The twofold aim of this paper consists in, firstly providing examples illustrating the fact that the custo-mary choice of m = n is frequently wrong. In fact, specifying m as some suitable function of n it can. among other things, be shown chat the bootstrap also works for the well-known counter-examples given by Bickel and Freedman (1981). Secondly, a method is suggested which can be used to show that the bootstrap method of distribution approximation is asymptotically valid. This method is based on the oscillation behavior of empirical processes rather than the equicontinuity arguments of Bickel and Freedman (1981) which are based on the Mallows metric. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 3 van 22 gevonden artikelen
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