Bootstrapping statistical functionals

M. D. Jiménez Gamero, J. Muñoz García and A. Muñoz Reyes

Statistics & Probability Letters, 1998, vol. 39, issue 3, 229-236

Abstract: A modified bootstrap procedure is proposed. It is based on the outlier bootstrap sample concept introduced by Muñoz-García et al. (1997). The consistency of the modified bootstrap distribution estimator and of the modified bootstrap variance estimator is established for Féchet differentiable statistical functionals. The modified bootstrap variance estimator requires less stringent conditions for its consistency than the ordinary bootstrap variance estimator.

Keywords: Bootstrap; Outlier; bootstrap; sample; Distribution; estimation; Variance; estimation; Fréchet; differentiability; Consistency (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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