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DOI

We investigate the second order correctness of the $M$ out of $N$ bootstrap for a Studentized trimmed mean, using the Edgeworth expansion derived in a previous paper. Some simulations, which support our theoretical results, are also given. The effect of extrapolation in conjunction with the $M$ out of $N$ bootstrap for Studentized trimmed means is briefly discussed. As an auxiliary result we obtain a Bahadur's type representation for a $M$ out of $N$ bootstrap quantile. Our results supplement previous work on (Studentized) trimmed means by Hall $\&$ Padmanabhan (1992), Bickel $\&$ Sakov (1998) and Gribkova and Helmers (2006)
Original languageEnglish
Pages (from-to)142--176.
Number of pages34
JournalMathematical Methods of Statistics
Volume16
Issue number2
DOIs
StatePublished - 2007

    Research areas

  • bootstrap accuracy, Empirical Edgeworth expansions, Studentized trimmed means

ID: 5201885