Consistency of dependent bootstrap estimators

被引：0
|
作者：
Smith, WD [1 ]
Taylor, RL [1 ]
机构：
[1] US Bur Census, Suitland, MD 20746 USA
来源：
AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES, 2001 | 2001年 / 21卷 / 3-4期
关键词：
bootstrap estimators; consistency; negative dependence;
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：
Consistency of dependent bootstrap estimators is established in this paper. The major tool will be the concept of negative dependence which results from resampling without replacement from an enriched set of sample observations. In particular, strong limit theorems for arrays of rowwise negatively dependent random variables are obtained and used to obtain the consistency for the dependent bootstrap mean, variance and empirical distribution function.
引用
收藏
页码：359 / 382
页数：24
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