Документы

  • MMST142

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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)
Язык оригиналаанглийский
Страницы (с-по)142--176.
Число страниц34
ЖурналMathematical Methods of Statistics
Том16
Номер выпуска2
DOI
СостояниеОпубликовано - 2007

ID: 5201885