The exact bootstrap mean and variance of an L‐estimator

A. D. Hutson and M. D. Ernst

Journal of the Royal Statistical Society Series B, 2000, vol. 62, issue 1, 89-94

Abstract: 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.

Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (16)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00221

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:62:y:2000:i:1:p:89-94

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().