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Bootstrap procedures under some non-i.i.d. models. (English) Zbl 0655.62031
Summary: It is shown that the classical i.i.d. bootstrap remains a valid procedure for estimating the sampling distributions of certain symmetric estimators of location, as long as the random observations are independently drawn from distributions with (essentially) a common location. This may be viewed as a robust property of the classical i.i.d. bootstrap. Also included is a study of the second order properties of a different bootstrap procedure proposed by C. F. J. Wu [ibid. 14, 1261-1295 (1986; Zbl 0618.62072)] in the context of heteroscedasticity in regression.

MSC:
62G05 Nonparametric estimation
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