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Edgeworth expansions for compound Poisson processes and the bootstrap

โœ Scribed by Gutti Jogesh Babu; Kesar Singh; Yaning Yang

Book ID
110549728
Publisher
Springer Japan
Year
2003
Tongue
English
Weight
617 KB
Volume
55
Category
Article
ISSN
0020-3157

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๐Ÿ“œ SIMILAR VOLUMES

An Edgeworth expansion for the m out of
An Edgeworth expansion for the m out of n bootstrapped median
โœ Anat Sakov; Peter J. Bickel ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 94 KB

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.