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Article: Iterating the m out of n bootstrap in nonregular smooth function models

TitleIterating the m out of n bootstrap in nonregular smooth function models
Authors
KeywordsBootstrap iteration
M out of n bootstrap
Smooth function model
Issue Date2005
PublisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/
Citation
Statistica Sinica, 2005, v. 15 n. 4, p. 945-967 How to Cite?
AbstractIn nonregular smooth function models with vanishing first derivative, the conventional bootstrap is known to be inconsistent, whereas the m out of n bootstrap is consistent. We explore the effects of iterating the m out of n bootstrap on coverage accuracy of bootstrap percentile confidence intervals in such models, and develop a special iterative scheme which outperforms the non-iterated m out of n bootstrap in terms of asymptotic coverage accuracy. Several numerical examples are presented to motivate our development and illustrate its theoretical findings.
Persistent Identifierhttp://hdl.handle.net/10722/45343
ISSN
2015 Impact Factor: 0.838
2015 SCImago Journal Rankings: 2.292
References

 

DC FieldValueLanguage
dc.contributor.authorCheung, KYen_HK
dc.contributor.authorLee, SMSen_HK
dc.contributor.authorAlastair Young, Gen_HK
dc.date.accessioned2007-10-30T06:23:21Z-
dc.date.available2007-10-30T06:23:21Z-
dc.date.issued2005en_HK
dc.identifier.citationStatistica Sinica, 2005, v. 15 n. 4, p. 945-967en_HK
dc.identifier.issn1017-0405en_HK
dc.identifier.urihttp://hdl.handle.net/10722/45343-
dc.description.abstractIn nonregular smooth function models with vanishing first derivative, the conventional bootstrap is known to be inconsistent, whereas the m out of n bootstrap is consistent. We explore the effects of iterating the m out of n bootstrap on coverage accuracy of bootstrap percentile confidence intervals in such models, and develop a special iterative scheme which outperforms the non-iterated m out of n bootstrap in terms of asymptotic coverage accuracy. Several numerical examples are presented to motivate our development and illustrate its theoretical findings.en_HK
dc.format.extent428696 bytes-
dc.format.extent1999 bytes-
dc.format.extent1958 bytes-
dc.format.extent2357 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypetext/plain-
dc.format.mimetypetext/plain-
dc.format.mimetypetext/plain-
dc.languageengen_HK
dc.publisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/en_HK
dc.relation.ispartofStatistica Sinicaen_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectBootstrap iterationen_HK
dc.subjectM out of n bootstrapen_HK
dc.subjectSmooth function modelen_HK
dc.titleIterating the m out of n bootstrap in nonregular smooth function modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1017-0405&volume=15&issue=4&spage=945&epage=967&date=2005&atitle=Iterating+the+m+out+of+n+bootstrap+in+nonregular+smooth+function+modelsen_HK
dc.identifier.emailLee, SMS: smslee@hku.hken_HK
dc.identifier.authorityLee, SMS=rp00726en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.scopuseid_2-s2.0-30744450720en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-30744450720&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume15en_HK
dc.identifier.issue4en_HK
dc.identifier.spage945en_HK
dc.identifier.epage967en_HK
dc.publisher.placeTaiwan, Republic of Chinaen_HK
dc.identifier.scopusauthoridCheung, KY=35773070000en_HK
dc.identifier.scopusauthoridLee, SMS=24280225500en_HK
dc.identifier.scopusauthoridAlastair Young, G=7402900500en_HK

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