Standard

On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean. / Gribkova, N.V.; Helmers, R.

In: Mathematical Methods of Statistics, Vol. 16, No. 2, 2007, p. 142--176.

Research output: Contribution to journal › Article › peer-review

Harvard

Gribkova, NV & Helmers, R 2007, 'On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean', Mathematical Methods of Statistics, vol. 16, no. 2, pp. 142--176.. https://doi.org/10.3103/S1066530707020056

APA

Gribkova, N. V., & Helmers, R. (2007). On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean. Mathematical Methods of Statistics, 16(2), 142--176.. https://doi.org/10.3103/S1066530707020056

Vancouver

Gribkova NV, Helmers R. On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean. Mathematical Methods of Statistics. 2007;16(2):142--176. https://doi.org/10.3103/S1066530707020056

Author

Gribkova, N.V. ; Helmers, R. / On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean. In: Mathematical Methods of Statistics. 2007 ; Vol. 16, No. 2. pp. 142--176.

BibTeX

@article{ccd831f1901e4ea6a15aea234c7deb46,
title = "On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean",
abstract = "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)",
keywords = "bootstrap accuracy, Empirical Edgeworth expansions, Studentized trimmed means",
author = "N.V. Gribkova and R. Helmers",
year = "2007",
doi = "10.3103/S1066530707020056",
language = "English",
volume = "16",
pages = "142----176.",
journal = "Mathematical Methods of Statistics",
issn = "1066-5307",
publisher = "Allerton Press, Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean

AU - Gribkova, N.V.

AU - Helmers, R.

PY - 2007

Y1 - 2007

N2 - 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)

AB - 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)

KW - bootstrap accuracy

KW - Empirical Edgeworth expansions

KW - Studentized trimmed means

U2 - 10.3103/S1066530707020056

DO - 10.3103/S1066530707020056

M3 - Article

VL - 16

SP - 142--176.

JO - Mathematical Methods of Statistics

JF - Mathematical Methods of Statistics

SN - 1066-5307

IS - 2

ER -

ID: 5201885