On a modified bootstrap for certain asymptotically nonnormal statistics
AbstractThe 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 24 (1995)
Issue (Month): 2 (August)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006.
Swiss Finance Institute Research Paper Series
06-33, Swiss Finance Institute.
- Stefan Hoderlein & Joachim Winter, 2009.
"Structural Measurement Errors in Nonseparable Models,"
Boston College Working Papers in Economics
750, Boston College Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, vol. 157(2), pages 432-440, August.
- Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.