an:04070043
Zbl 0655.62031
Liu, Regina Y.
Bootstrap procedures under some non-i.i.d. models
EN
Ann. Stat. 16, No. 4, 1696-1708 (1988).
00168968
1988
j
62G05
asymptotics; L-statistics; Edgeworth expansions; sampling distributions; symmetric estimators of location; second order properties; bootstrap procedure; heteroscedasticity; regression
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 \textit{C. F. J. Wu} [ibid. 14, 1261-1295 (1986; Zbl 0618.62072)] in the context of heteroscedasticity in regression.
Zbl 0618.62072