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https://hdl.handle.net/20.500.14279/2094| Title: | Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling |
| Authors: | Yatracos, Yannis G. |
| metadata.dc.contributor.other: | Γιατράκος, Γιάννης |
| Major Field of Science: | Social Sciences |
| Field Category: | SOCIAL SCIENCES |
| Keywords: | Bootstrap (Statistics);Jackknife (Statistics) |
| Issue Date: | 1-Oct-2002 |
| Source: | Statistics & Probability Letters, 2002, vol. 59, no. 3, pp. 281–292 |
| Volume: | 59 |
| Issue: | 3 |
| Start page: | 281 |
| End page: | 292 |
| Journal: | Statistics & Probability Letters |
| Abstract: | It is seen in simulations and confirmed theoretically that: (i) the loss in accuracy of the Monte Carlo approximation of the bootstrap estimate can be infinite, due to the additional uncertainty introduced by finite resampling, and (ii) the dimension of the data or the estimate of interest affect drastically the quality of the bootstrap samples and estimates. Based on the findings, directions are provided to improve the bootstrap methodology. |
| URI: | https://hdl.handle.net/20.500.14279/2094 |
| ISSN: | 1677152 |
| DOI: | 10.1016/S0167-7152(02)00196-7 |
| Rights: | © Elsevier Attribution-NonCommercial-NoDerivs 3.0 United States |
| Type: | Article |
| Affiliation: | National University of Singapore |
| Affiliation : | National University of Singapore |
| Publication Type: | Peer Reviewed |
| Appears in Collections: | Άρθρα/Articles |
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