✦ LIBER ✦

Bootstrap method and empirical process

✍ Scribed by Masafumi Akahira; Kei Takeuchi

Book ID: 104628167
Publisher: Springer Japan
Year: 1991
Tongue: English
Weight: 570 KB
Volume: 43
Category: Article
ISSN: 0020-3157
DOI: 10.1007/bf00118637

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper we consider the sampling properties of the bootstrap process, that is, the empirical process obtained from a random sample of size n (with replacement) of a fixed sample of size n of a continuous distribution. The cumulants of the bootstrap process are given up to the order n -1 and their unbiased estimation is discussed. Furthermore, it is shown that the bootstrap process has an asymptotic minimax property for some class of distributions up to the order n -1/2.

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