Bootstrap ideas yield remarkably effective algorithms for realizing certain programs in statistics. These include the construction of (possibly simultaneous) confidences sets and tests in classical models for which exact or asymptotic distribution theory is intractable. Success of the bootstrap, in the sense of doing what is expected under a probability model for data, is not universal. Modifications to Efron's definition of the bootstrap are needed to make the idea work for modern procedures that are not classically regular.
Publié le : 2003-05-14
Classification:
Confidence sets,
error in coverage probability,
double bootstrap,
simultaneous confidence sets,
local asymptotic equivariance,
convolution theorem
@article{1063994972,
author = {Beran, Rudolf},
title = {The Impact of the Bootstrap on Statistical Algorithms and Theory},
journal = {Statist. Sci.},
volume = {18},
number = {1},
year = {2003},
pages = { 175-184},
language = {en},
url = {http://dml.mathdoc.fr/item/1063994972}
}
Beran, Rudolf. The Impact of the Bootstrap on Statistical Algorithms and Theory. Statist. Sci., Tome 18 (2003) no. 1, pp. 175-184. http://gdmltest.u-ga.fr/item/1063994972/