ON BOOTSTRAPPING M-ESTIMATORS

被引：0
|
作者：
LAHIRI, SN [1 ]
机构：
[1] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50011
来源：
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A | 1992年 / 54卷
关键词：
BOOTSTRAP; EDGEWORTH EXPANSION; M-ESTIMATOR;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Under certain regularity conditions this paper gives an almost sure asymptotic expansion for the distribution of bootstrapped M-estimators in a multivariate setting. Using this expansion the bootstrap approximation to the distribution of standardized M-estimator is shown to be of the order of o(n-1/2)almost surely, thereby extending a result of Singh (1981) about the sample mean to M-estimators.
引用
收藏
页码：157 / 170
页数：14
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