On the asymptotic accuracy of the bootstrap under arbitrary resampling size

被引：5
|
作者：
Arcones, MA [1 ]
机构：
[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2003年 / 55卷 / 03期
关键词：
bootstrap; quantile;
D O I：
10.1007/BF02517808
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：
We study the order of convergence of the Kolmogorov-Smirnov distance for the bootstrap of the mean and the bootstrap of quantiles when an arbitrary bootstrap sample size is used. We see that for the bootstrap of the mean, the best order of the bootstrap sample is of the order of n, where n is the sample size. In the case of non-lattice distributions and the bootstrap of the sample mean; the bootstrap removes the effect of the skewness of the distribution only when the bootstrap sample equals the sample size. However, for the bootstrap of quantiles, the preferred order of the bootstrap sample is n(2/3). For the bootstrap of quantiles, if the bootstrap sample is of order n(2) or bigger, the bootstrap is not consistent.
引用
收藏
页码：563 / 583
页数：21
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