It is shown in this article that the classical i.i.d. bootstrap remains a valid procedure for estimating the sampling distributions of certain symmetric estimators of location, as long as the random observations are independently drawn from distributions with (essentially) a common location. This may be viewed as a robust property of the classical i.i.d. bootstrap. Also included is a study of the second order properties of a different bootstrap procedure proposed by Wu in the context of heteroscedasticity in regression.
Publié le : 1988-12-14
Classification:
Bootstrap,
non-i.i.d. models,
sampling distributions,
second order asymptotics,
regression,
$L$-statistics,
Edgeworth expansions,
62G05
@article{1176351062,
author = {Liu, Regina Y.},
title = {Bootstrap Procedures under some Non-I.I.D. Models},
journal = {Ann. Statist.},
volume = {16},
number = {1},
year = {1988},
pages = { 1696-1708},
language = {en},
url = {http://dml.mathdoc.fr/item/1176351062}
}
Liu, Regina Y. Bootstrap Procedures under some Non-I.I.D. Models. Ann. Statist., Tome 16 (1988) no. 1, pp. 1696-1708. http://gdmltest.u-ga.fr/item/1176351062/