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Bootstrapping statistical functionals

Author

Listed:
  • Jiménez Gamero, M. D.
  • Muñoz García, J.
  • Muñoz Reyes, A.

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.

Suggested Citation

  • Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A., 1998. "Bootstrapping statistical functionals," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 229-236, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:3:p:229-236
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    References listed on IDEAS

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    1. Jun Shao, 1990. "Bootstrap estimation of the asymptotic variances of statistical functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 737-752, December.
    2. Parr, William C., 1985. "The bootstrap: Some large sample theory and connections with robustness," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 97-100, April.
    3. J. Munoz-Garcia & R. Pino-Mejias & J. M. Munoz-Pichardo & M. D. Cubiles-De-La-Vega, 1997. "Identification of outlier bootstrap samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(3), pages 333-342.
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    Cited by:

    1. Alan Hutson, 2000. "A composite quantile function estimator with applications in bootstrapping," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 567-577.
    2. Z S Hua & B Zhang & J Yang & D S Tan, 2007. "A new approach of forecasting intermittent demand for spare parts inventories in the process industries," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(1), pages 52-61, January.

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