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June, 1991 Bahadur Representations for Uniform Resampling and Importance Resampling, with Applications to Asymptotic Relative Efficiency
Peter Hall
Ann. Statist. 19(2): 1062-1072 (June, 1991). DOI: 10.1214/aos/1176348138

Abstract

We derive Bahadur-type representations for quantile estimates obtained from two different types of nonparametric bootstrap resampling--the commonly used uniform resampling method, where each sample value is drawn with the same probability, and importance resampling, where different sample values are assigned different resampling weights. These results are applied to obtain the relative efficiency of uniform resampling and importance resampling and to derive exact convergence rates, both weakly and strongly, for either type of resampling.

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Peter Hall. "Bahadur Representations for Uniform Resampling and Importance Resampling, with Applications to Asymptotic Relative Efficiency." Ann. Statist. 19 (2) 1062 - 1072, June, 1991. https://doi.org/10.1214/aos/1176348138

Information

Published: June, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0725.62038
MathSciNet: MR1105862
Digital Object Identifier: 10.1214/aos/1176348138

Subjects:
Primary: 62G05
Secondary: 62G30

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 2 • June, 1991
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