On the subsample bootstrap variance estimation |
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Authors: | Dragan Radulović |
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Affiliation: | (1) Department of Mathematics, University of Connecticut, 06226 Storrs, CT, U.S.A. |
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Abstract: | In this paper we further elaborate on the subsample bootstrap result of Politis and Romano. Combining the jackknife and bootstrap
ideas we were able to establish a wide consistency for the subsample bootstrap variance estimator. This was confirmed by simulations.
Research partly supported by NSF Grant No. DMS-93-00725 |
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Keywords: | Jackknife bootstrap variance estimation infinite order U-statistics |
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