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ON BOOTSTRAPPING A CLASS OF DIFFERENTIABLE STATISTICAL FUNCNONALS WITH APPLICATIONS TO L– AND M– ESTIMATES
Author(s) -
Yang S–S.
Publication year - 1985
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1985.tb01156.x
Subject(s) - bootstrapping (finance) , differentiable function , class (philosophy) , mathematics , monte carlo method , statistics , econometrics , computer science , pure mathematics , artificial intelligence
EFRON'S (1979) “bootstrap” method is justified for a class of differentiable statistical functionals which includes many L – and M –statistics. For illustration, a Monte Carlo study for the trimmed means is also included.