A Rank Statistics Approach to the Consistency of a General Bootstrap

A general notion of a bootstrapped mean constructed by exchangeably weighting sample points is introduced. Consistency of this generalized bootstrapped mean, which includes proposals of Efron and Rubin among others, is proved by classical linear rank statistics theory. The consistency of generalized...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The Annals of statistics 1992-09, Vol.20 (3), p.1611-1624
Hauptverfasser:	Mason, David M., Newton, Michael A.
Format:	Artikel
Sprache:	eng
Schlagworte:	62G30 62G99 Bootstrap Central limit theorem Exact sciences and technology exchangeable Integers Mathematics Nonparametric inference Probabilities Probability and statistics Random variables rank statistics Sciences and techniques of general use Statistical theories Statistics Term weighting
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	A general notion of a bootstrapped mean constructed by exchangeably weighting sample points is introduced. Consistency of this generalized bootstrapped mean, which includes proposals of Efron and Rubin among others, is proved by classical linear rank statistics theory. The consistency of generalized bootstrapped empirical and quantile processes is also established.
ISSN:	0090-5364 2168-8966
DOI:	10.1214/aos/1176348787