Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a studentized statistic
| dc.creator | Lahiri, S. N. | |
| dc.date | 2006-02-15 | |
| dc.date.accessioned | 2026-07-07T08:07:34Z | |
| dc.date.available | 2026-07-07T08:07:34Z | |
| dc.description | Efron [J. Roy. Statist. Soc. Ser. B 54 (1992) 83--111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a version of the jackknife-after-bootstrap method has been recently proposed by Lahiri [Econometric Theory 18 (2002) 79--98]. In this paper it is shown that the jackknife-after-bootstrap estimators of the variance of a bootstrap quantile are consistent for both dependent and independent data. Results from a simulation study are also presented. | |
| dc.description | Published at http://dx.doi.org/10.1214/009053605000000507 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0602328 | |
| dc.identifier | http://arxiv.org/abs/math/0602328 | |
| dc.identifier | Annals of Statistics 2005, Vol. 33, No. 5, 2475-2506 | |
| dc.identifier | doi:10.1214/009053605000000507 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130976 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G05 (Primary) 62G25 (Secondary) | |
| dc.title | Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a studentized statistic | |
| dc.type | text |