The Annals of Statistics
- Ann. Statist.
- Volume 16, Number 4 (1988), 1696-1708.
Bootstrap Procedures under some Non-I.I.D. Models
It is shown in this article that the classical i.i.d. bootstrap remains a valid procedure for estimating the sampling distributions of certain symmetric estimators of location, as long as the random observations are independently drawn from distributions with (essentially) a common location. This may be viewed as a robust property of the classical i.i.d. bootstrap. Also included is a study of the second order properties of a different bootstrap procedure proposed by Wu in the context of heteroscedasticity in regression.
Ann. Statist., Volume 16, Number 4 (1988), 1696-1708.
First available in Project Euclid: 12 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62G05: Estimation
Liu, Regina Y. Bootstrap Procedures under some Non-I.I.D. Models. Ann. Statist. 16 (1988), no. 4, 1696--1708. doi:10.1214/aos/1176351062. https://projecteuclid.org/euclid.aos/1176351062