Geodesic
Applications of intentionally biased bootstrap methods
Documenta mathematica, ICM Berlin 1998, Vol. III (1998), pp. 257-266.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

A class of weighted-bootstrap techniques, called biased-bootstrap methods, is proposed. It is motivated by the need to adjust more conventional, uniform-bootstrap methods in a surgical way, so as to alter some of their features while leaving others unchanged. Depending on the nature of the adjustment, the biased bootstrap can be used to reduce bias, or reduce variance, or render some characteristic equal to a predetermined quantity. More specifically, applications of bootstrap methods include hypothesis testing, variance stabilisation, both density estimation and nonparametric regression under constraints, `robustification' of general statistical procedures, sensitivity analysis, generalised method of moments, shrinkage, and many more.
Classification : 62G09, 62G07, 62G05
Keywords: bias reduction, empirical likelihood, local-linear smoothing, curve estimation, variance stabilization, weighted-bootstrap, biased-bootstrap 
@article{DOCMA_1998__S9__a52,
     author = {Hall, Peter and Presnell, Brett},
     title = {Applications of intentionally biased bootstrap methods},
     journal = {Documenta mathematica},
     pages = {257--266},
     publisher = {mathdoc},
     volume = {ICM Berlin 1998, Vol. III},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DOCMA_1998__S9__a52/}
}
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Hall, Peter; Presnell, Brett. Applications of intentionally biased bootstrap methods. Documenta mathematica, ICM Berlin 1998, Vol. III (1998), pp. 257-266. http://geodesic.mathdoc.fr/item/DOCMA_1998__S9__a52/