Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
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چکیده
منابع مشابه
Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
Consistency and optimality of block bootstrap schemes for distribution and variance estimation of smooth functionals of dependent data have been thoroughly investigated by Hall, Horowitz & Jing (1995), among others. However, for nonsmooth functionals, such as quantiles, much less is known. Existing results, due to Sun & Lahiri (2006), regarding strong consistency for distribution and variance e...
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Jackknife Approximations to Bootstrap Estimates
Let T be an estimate of the form Tn = T(F ) where F is the nn n' n sample cdf of n iid observations and T is a locally quadratic functional defined on cdf's. Then, the normalized jackknife estimates for bias, skewness, and variance of Tn approximate closely their bootstrap counterparts. Each of these estimates is consistent. Moreover, the jackknife and bootstrap estimates of variance are asympt...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053605000000507