Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/105012
Title: Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling
Authors: Yatracos, Y. 
Keywords: Bootstrap estimate
Bootstrap geometry
Bootstrap sample
Inadminssibility
Jackknife
Model dimension
Issue Date: 15-Oct-2002
Citation: Yatracos, Y. (2002-10-15). Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling. Statistics and Probability Letters 59 (4) : 281-292. ScholarBank@NUS Repository.
Abstract: It is seen in simulations and confirmed theoretically that: (i) the loss in accuracy of the Monte Carlo approximation of the bootstrap estimate can be infinite, due to the additional uncertainty introduced by finite resampling, and (ii) the dimension of the data or the estimate of interest affect drastically the quality of the bootstrap samples and estimates. Based on the findings, directions are provided to improve the bootstrap methodology. © 2002 Elsevier Science B.V. All rights reserved.
Source Title: Statistics and Probability Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/105012
ISSN: 01677152
Appears in Collections:Staff Publications

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