We consider the property of consistency and its relevance for determining the performance of the bootstrap. We analyse various parametric bootstrap approximations to the distributions of the Hodges and Stein estimators, whose behaviour is typical of that of super-efficient estimators employed in wavelet regression, kernel density estimation and nonparametric curve fitting. Our results reveal not only some of the difficulties in selecting good modifications to the intuitive bootstrap, but also that inconsistent bootstrap approximations may perform better than consistent versions even in large samples. Copyright Biometrika Trust 2003, Oxford University Press.
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Article provided by Oxford University Press for Biometrika Trust in its journal Biometrika.
Volume (Year): 90 (2003) Issue (Month): 4 (December) Pages: 985-990 Download reference. The following formats are available: HTML
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