Consistency of dependent bootstrap estimators

Consistency of dependent bootstrap estimators

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Article ID: iaor2004870
Country: United States
Volume: 21
Issue: 3/4
Start Page Number: 359
End Page Number: 382
Publication Date: Jan 2001
Journal: American Journal of Mathematical and Management Sciences
Authors: ,
Keywords: bootstrap
Abstract:

Consistency of dependent bootstrap estimators is established in this paper. The major tool will be the concept of negative dependence which results from resampling without replacement from an enriched set of sample observations. In particular, strong limit theorems for arrays of rowwise negatively dependent random variables are obtained and used to obtain the consistency for the dependent bootstrap mean, variance and empirical distribution function.

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