On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed meanReport as inadecuate




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Mathematical Methods of Statistics

, Volume 16, Issue 2, pp 142–176

Received: 21 December 2006

Abstract

We investigate the second order accuracy of the M out of N bootstrap for a Studentized trimmed mean using the Edgeworth expansion derived in a previous paper. Some simulations, which support our theoretical results, are also given. The effect of extrapolation in conjunction with the M out of N bootstrap for Studentized trimmed means is briefly discussed. As an auxiliary result we obtain a Bahadur’s type representation for an M out of N bootstrap quantile.

Our results supplement previous work on Studentized trimmed means by Hall and Padmanabhan 13, Bickel and Sakov 7, and Gribkova and Helmers 11.

Key wordsbootstrap accuracy empirical Edgeworth expansions Studentized trimmed means 2000 Mathematics Subject Classification62E20 62G30 62G09 60F05  Download to read the full article text



Author: N. V. Gribkova - R. Helmers

Source: https://link.springer.com/







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