It is well known that the ordinary bootstrap distribution of the median is consistent. We show that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term . With extrapolation this gives a best possible rate estimate of the distribution.Bootstrap m out of n bootstrap Median Edgeworth expansion
We consider an Edgeworth type approximation to the distribution function of sample median in the cas...
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the ...
Abstract no. 307546M-estimation under non-standard conditions often yields M-estimators converging w...
AbstractPerformance of the bootstrap for estimating tail probabilities is usually explained by sayin...
In the classical theory of Edgeworth expansion for the sample mean, it is typically assumed that the...
AbstractIn the classical theory of Edgeworth expansion for the sample mean, it is typically assumed ...
We prove Edgeworth expansions for degenerate von Mises statistics like the Beran, Watson, and Cramér...
Since the 1930s, empirical Edgeworth expansions have been employed to develop techniques for approxi...
We prove that the distribution of least-squares estimates in autoregressions can be bootstrapped wit...
Abstract: An Edgeworth expansion for the distribution function of the product-limit estimator of sur...
Traditional resampling methods for estimating sampling distributions sometimes fail, and alternative...
In the independent setting, both Efron's bootstrap and `'empirical Edgeworth expansion'' (E.E-expans...
AbstractThis paper deals with the first order Edgeworth expansions for sums related to an ergodic Ma...
This monograph addresses two quite different topics, in the belief that each can shed light on the o...
In this paper, the asymptotic accuracies of the one-term Edgeworth expansions and the smoothed boots...
We consider an Edgeworth type approximation to the distribution function of sample median in the cas...
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the ...
Abstract no. 307546M-estimation under non-standard conditions often yields M-estimators converging w...
AbstractPerformance of the bootstrap for estimating tail probabilities is usually explained by sayin...
In the classical theory of Edgeworth expansion for the sample mean, it is typically assumed that the...
AbstractIn the classical theory of Edgeworth expansion for the sample mean, it is typically assumed ...
We prove Edgeworth expansions for degenerate von Mises statistics like the Beran, Watson, and Cramér...
Since the 1930s, empirical Edgeworth expansions have been employed to develop techniques for approxi...
We prove that the distribution of least-squares estimates in autoregressions can be bootstrapped wit...
Abstract: An Edgeworth expansion for the distribution function of the product-limit estimator of sur...
Traditional resampling methods for estimating sampling distributions sometimes fail, and alternative...
In the independent setting, both Efron's bootstrap and `'empirical Edgeworth expansion'' (E.E-expans...
AbstractThis paper deals with the first order Edgeworth expansions for sums related to an ergodic Ma...
This monograph addresses two quite different topics, in the belief that each can shed light on the o...
In this paper, the asymptotic accuracies of the one-term Edgeworth expansions and the smoothed boots...
We consider an Edgeworth type approximation to the distribution function of sample median in the cas...
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the ...
Abstract no. 307546M-estimation under non-standard conditions often yields M-estimators converging w...