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May 2003 Utilizing a Quantile Function Approach to Obtain Exact Bootstrap Solutions
Michael D. Ernst, Alan D. Hutson
Statist. Sci. 18(2): 231-240 (May 2003). DOI: 10.1214/ss/1063994978


The popularity of the bootstrap is due in part to its wide applicability and the ease of implementing resampling procedures on modern computers. But careful reading of Efron (1979) will show that at its heart, the bootstrap is a "plug-in'' procedure that involves calculating a functional $\theta(\hat{F})$ from an estimate of the c.d.f. F. Resampling becomes invaluable when, as is often the case, $\theta(\hat{F})$ cannot be calculated explicitly. We discuss some situations where working with the sample quantile function, $\hat{Q}$, rather than $\hat{F}$, can lead to explicit (exact) solutions to $\theta(\hat{F})$.


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Michael D. Ernst. Alan D. Hutson. "Utilizing a Quantile Function Approach to Obtain Exact Bootstrap Solutions." Statist. Sci. 18 (2) 231 - 240, May 2003.


Published: May 2003
First available in Project Euclid: 19 September 2003

zbMATH: 1331.62243
MathSciNet: MR2026082
Digital Object Identifier: 10.1214/ss/1063994978

Keywords: Censored data , Confidence band , L-estimator , Monte Carlo , order statistics

Rights: Copyright © 2003 Institute of Mathematical Statistics


Vol.18 • No. 2 • May 2003
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