The exact bootstrap mean and variance of an L-estimator

被引：46

作者：

Hutson, AD ^{[1
]}

Ernst, MD ^{[1
]}

机构：

[1] Univ Florida, Hlth Sci Ctr, Div Biostat, Dept Stat, Gainesville, FL 32610 USA

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 2000年 / 62卷

关键词：

Kernel quantile estimators; L-statistic; median; order statistics; quantile function; quick estimators; trimmed mean;

D O I：

10.1111/1467-9868.00221

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Exact analytic expressions for the bootstrap mean and variance of any L-estimator are obtained, thus eliminating the error due to bootstrap resampling. The expressions follow from the direct calculation of the bootstrap mean vector and covariance matrix of the whole set of order statistics. By using these expressions, recommendations can be made about the appropriateness of bootstrap estimation under given conditions.

引用

页码：89 / 94

页数：6

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