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.
Original languageEnglish
Pages (from-to)42-53
Number of pages12
JournalTheory of Probability and its Applications
Volume55
Issue number1
DOIs
StatePublished - 2011

    Research areas

  • M out of M=N bootstrap, trimmed mean, asymptotic normality, consistency of the $M\ll N$ bootstrap approximation, modified bootstrap

    Scopus subject areas

  • Mathematics(all)

ID: 7791664