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Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling

✍ Scribed by Yannis Yatracos

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 182 KB
Volume: 59
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00196-7

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✦ Synopsis

It is seen in simulations and conÿrmed theoretically that: (i) the loss in accuracy of the Monte Carlo approximation of the bootstrap estimate can be inÿnite, due to the additional uncertainty introduced by ÿnite resampling, and (ii) the dimension of the data or the estimate of interest a ect drastically the quality of the bootstrap samples and estimates.

Based on the ÿndings, directions are provided to improve the bootstrap methodology.

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