Higher order accuracy of the bootstrap method for smooth functionals
In this paper we consider bootstrap of a smooth functional T. We give a simple proof for the higher order accuracy of the bootstrap estimate. In particular, we show that the expectation of a smooth function of the studentised functional is estimated to order $O_{P}(n^{-1})$. Furthermore for symmetri...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1992
|
| In: |
Scandinavian journal of statistics
Year: 1992, Jahrgang: 19, Heft: 3, Pages: 255-269 |
| ISSN: | 1467-9469 |
| Online-Zugang: | Verlag, Volltext: http://www.jstor.org/stable/4616243?seq=1#page_scan_tab_contents Verlag, Volltext: http://www.jstor.org/stable/4616243 
|
| Verfasserangaben: | E. Mammen |
MARC
| LEADER | 00000caa a2200000 c 4500 | ||
|---|---|---|---|
| 001 | 1570216991 | ||
| 003 | DE-627 | ||
| 005 | 20220814082758.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 180227s1992 xx |||||o 00| ||eng c | ||
| 035 | |a (DE-627)1570216991 | ||
| 035 | |a (DE-576)500216991 | ||
| 035 | |a (DE-599)BSZ500216991 | ||
| 035 | |a (OCoLC)1340992273 | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 084 | |a 27 |2 sdnb | ||
| 100 | 1 | |a Mammen, Enno |d 1955- |e VerfasserIn |0 (DE-588)170668606 |0 (DE-627)060788658 |0 (DE-576)13153159X |4 aut | |
| 245 | 1 | 0 | |a Higher order accuracy of the bootstrap method for smooth functionals |c E. Mammen |
| 264 | 1 | |c 1992 | |
| 300 | |a 15 | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 500 | |a Gesehen am 27.02.2018 | ||
| 520 | |a In this paper we consider bootstrap of a smooth functional T. We give a simple proof for the higher order accuracy of the bootstrap estimate. In particular, we show that the expectation of a smooth function of the studentised functional is estimated to order $O_{P}(n^{-1})$. Furthermore for symmetric functions the rate of convergence increases to $O_{P}(n^{-3/2})$. These results are in agreement with Hall (1986, 1988, 1992), where these rates of convergence have been shown for functionals which are implicit or explicit functions of vector means. | ||
| 773 | 0 | 8 | |i Enthalten in |t Scandinavian journal of statistics |d Oxford : Wiley-Blackwell, 1974 |g 19(1992), 3, Seite 255-269 |h Online-Ressource |w (DE-627)266018297 |w (DE-600)1466951-1 |w (DE-576)078411777 |x 1467-9469 |7 nnas |a Higher order accuracy of the bootstrap method for smooth functionals |
| 773 | 1 | 8 | |g volume:19 |g year:1992 |g number:3 |g pages:255-269 |g extent:15 |a Higher order accuracy of the bootstrap method for smooth functionals |
| 856 | 4 | 0 | |u http://www.jstor.org/stable/4616243?seq=1#page_scan_tab_contents |x Verlag |3 Volltext |
| 856 | 4 | 0 | |u http://www.jstor.org/stable/4616243 |x Verlag |3 Volltext |
| 951 | |a AR | ||
| 992 | |a 20180227 | ||
| 993 | |a Article | ||
| 994 | |a 1992 | ||
| 998 | |g 170668606 |a Mammen, Enno |m 170668606:Mammen, Enno |p 1 |x j |y j | ||
| 999 | |a KXP-PPN1570216991 |e 300105851X | ||
| BIB | |a Y | ||
| SER | |a journal | ||
| JSO | |a {"person":[{"family":"Mammen","display":"Mammen, Enno","role":"aut","given":"Enno"}],"id":{"eki":["1570216991"]},"type":{"media":"Online-Ressource","bibl":"article-journal"},"relHost":[{"titleAlt":[{"title":"SJS"}],"disp":"Higher order accuracy of the bootstrap method for smooth functionalsScandinavian journal of statistics","part":{"pages":"255-269","issue":"3","extent":"15","year":"1992","volume":"19","text":"19(1992), 3, Seite 255-269"},"id":{"issn":["1467-9469"],"eki":["266018297"],"doi":["10.1111/(ISSN)1467-9469"],"zdb":["1466951-1"]},"type":{"media":"Online-Ressource","bibl":"periodical"},"physDesc":[{"extent":"Online-Ressource"}],"title":[{"title":"Scandinavian journal of statistics","title_sort":"Scandinavian journal of statistics","subtitle":"SJS ; theory and applications"}],"corporate":[{"display":"Danish Society for Theoretical Statistics","role":"isb"},{"display":"Suomen Tilastoseura","role":"isb"},{"display":"Statistiska Föreningen","role":"isb"}],"language":["eng"],"note":["Gesehen am 11.04.2022"],"recId":"266018297","origin":[{"dateIssuedKey":"1974","publisher":"Wiley-Blackwell ; Blackwell","dateIssuedDisp":"1974-","publisherPlace":"Oxford ; Oxford"}],"pubHistory":["1.1974 -"],"name":{"displayForm":["Danish Society for Theoretical Statistics ; Finnish Statistical Society ; Norwegian Statistical Society ; Swedish Statistical Society"]}}],"title":[{"title_sort":"Higher order accuracy of the bootstrap method for smooth functionals","title":"Higher order accuracy of the bootstrap method for smooth functionals"}],"physDesc":[{"extent":"15 S."}],"name":{"displayForm":["E. Mammen"]},"recId":"1570216991","language":["eng"],"note":["Gesehen am 27.02.2018"],"origin":[{"dateIssuedDisp":"1992","dateIssuedKey":"1992"}]} | ||
| SRT | |a MAMMENENNOHIGHERORDE1992 | ||