Geodesic
Bootstrap method for central and intermediate order statistics under power normalization
Kybernetika, Tome 51 (2015) no. 6, pp. 923-932 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

It has been known for a long time that for bootstrapping the distribution of the extremes under the traditional linear normalization of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. In this paper, we show that the same is true if we use the bootstrap for estimating a central, or an intermediate quantile under power normalization. A simulation study illustrates and corroborates theoretical results.
It has been known for a long time that for bootstrapping the distribution of the extremes under the traditional linear normalization of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. In this paper, we show that the same is true if we use the bootstrap for estimating a central, or an intermediate quantile under power normalization. A simulation study illustrates and corroborates theoretical results.
DOI : 10.14736/kyb-2015-6-0923
Classification : 62F40, 62G32
Keywords: bootstrap technique; power normalization; weak consistency; central order statistics; intermediate order statistics 
@article{10_14736_kyb_2015_6_0923,
     author = {Barakat, H. M. and Nigm, E. M. and Khaled, O. M.},
     title = {Bootstrap method for central and intermediate order statistics under power normalization},
     journal = {Kybernetika},
     pages = {923--932},
     year = {2015},
     volume = {51},
     number = {6},
     doi = {10.14736/kyb-2015-6-0923},
     mrnumber = {3453678},
     zbl = {06537788},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2015-6-0923/}
}
TY  - JOUR
AU  - Barakat, H. M.
AU  - Nigm, E. M.
AU  - Khaled, O. M.
TI  - Bootstrap method for central and intermediate order statistics under power normalization
JO  - Kybernetika
PY  - 2015
SP  - 923
EP  - 932
VL  - 51
IS  - 6
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2015-6-0923/
DO  - 10.14736/kyb-2015-6-0923
LA  - en
ID  - 10_14736_kyb_2015_6_0923
ER  - 
%0 Journal Article
%A Barakat, H. M.
%A Nigm, E. M.
%A Khaled, O. M.
%T Bootstrap method for central and intermediate order statistics under power normalization
%J Kybernetika
%D 2015
%P 923-932
%V 51
%N 6
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2015-6-0923/
%R 10.14736/kyb-2015-6-0923
%G en
%F 10_14736_kyb_2015_6_0923
Barakat, H. M.; Nigm, E. M.; Khaled, O. M. Bootstrap method for central and intermediate order statistics under power normalization. Kybernetika, Tome 51 (2015) no. 6, pp. 923-932. doi: 10.14736/kyb-2015-6-0923

Cité par Sources :