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Bootstrap estimation of the asymptotic variances of statistical functionals

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  • Jun Shao

Abstract

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Suggested Citation

  • Jun Shao, 1990. "Bootstrap estimation of the asymptotic variances of statistical functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 737-752, December.
    • Handle: RePEc:spr:aistmt:v:42:y:1990:i:4:p:737-752
    DOI: 10.1007/BF02481147
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    Citations

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    Cited by:

    1. Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A., 1998. "Bootstrapping statistical functionals," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 229-236, August.
    2. Salibian-Barrera, Matias, 2006. "Bootstrapping MM-estimators for linear regression with fixed designs," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1287-1297, July.
    3. Jason S. Byers & Jeff Gill, 2022. "Applied Geospatial Bayesian Modeling in the Big Data Era: Challenges and Solutions," Mathematics, MDPI, vol. 10(21), pages 1-23, November.
    4. Rachida Ouysse, 2011. "Computationally efficient approximation for the double bootstrap mean bias correction," Economics Bulletin, AccessEcon, vol. 31(3), pages 2388-2403.
    5. Arup Bose & Probal Chaudhuri, 1993. "On the dispersion of multivariate median," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 541-550, September.
    6. Casey Quinn, 2005. "Generalisable regression methods for costeffectiveness using copulas," Health, Econometrics and Data Group (HEDG) Working Papers 05/13, HEDG, c/o Department of Economics, University of York.

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