2008-12-01
On the M fewer than N bootstrap approximation to the trimmed mean
Publication
Publication
We show that the M fewer than N (N is the real data sample size, M denotes the size of the bootstrap resample; M=N ! 0, as M ! 1) bootstrap approximation to the distribution of the trimmed mean is consistent without any conditions on the
population distribution F, whereas Efron's naive (i.e. M = N) bootstrap as well as the normal approximation fails to be consistent if the population distribution F has gaps at the two quantiles where the trimming occurs.
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| CWI | |
| CWI. Probability, Networks and Algorithms [PNA] | |
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Gribkova, N., & Helmers, R. (2008). On the M fewer than N bootstrap approximation to the trimmed mean. CWI. Probability, Networks and Algorithms [PNA]. CWI. |
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