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An Edgeworth expansion for the m out of n bootstrapped median

โœ Scribed by Anat Sakov; Peter J. Bickel

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
94 KB
Volume
49
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

It is well known that the ordinary bootstrap distribution of the median is consistent. We show that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term Op(1=m + m -1=4 log m= โˆš n). With extrapolation this gives a best possible rate estimate of the distribution.

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