ON A MODIFIED BOOTSTRAP FOR CERTAIN ASYMPTOTICALLY NONNORMAL STATISTICS

被引：9

作者：

DATTA, S ^{[1
]}

机构：

[1] UNIV GEORGIA,DEPT STAT,ATHENS,GA 30602

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 24卷 / 02期

关键词：

BOOTSTRAP; ASYMPTOTIC VALIDITY; CRITICAL VALUES; CHI-SQUARE-TYPE STATISTICS;

D O I：

10.1016/0167-7152(94)00152-X

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：

The classical bootstrap approximation is known to break down (Babu, 1984), even for ''nice'' statistics such as a smooth function of a multivariate sample mean for certain ''critical'' values of the mean vector. A simple modification of the naive bootstrap is suggested to take care of this problem. Simulation results show improvements at or near a critical value while using the modified bootstrap. Asymptotic validity (with rate of convergence) of the modified bootstrap is established for parameter values including the critical values.

引用

页码：91 / 98

页数：8

共 8 条

[1]

[Anonymous], 1984, SANKHYA INDIAN J S A

[2]

Babu G. J., 1984, SANKHYA A, V46, P85

[3] SOME ASYMPTOTIC THEORY FOR THE BOOTSTRAP [J].