Bootstrapping Empirical Functions
نویسندگان
چکیده
منابع مشابه
Bootstrapping general empirical measures
It is proved that the bootstrapped central limit theorem for empirical processes indexed by a class of functions F and based on a probability measure P holds a.s. if and only if F CLT (P ) and ∫ F dP < ∞, where F = supf F |f | and it holds in probability if and only if F ∈ CLT (P ). Thus, for a large class of statistics, no local uniformity of the CLT (about P ) is needed for the bootstrap to w...
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The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to usc Monte Carlo simulation, based on a non-parametric estimate of the underlying error distribution. The bootstrap will be applied to an econometric model describing the demand for capital, labor, energy, and materials. The model is fitted by three-stage least squares. In sharp contrast with previou...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1989
ISSN: 0090-5364
DOI: 10.1214/aos/1176347374