A RANK STATISTICS APPROACH TO THE CONSISTENCY OF A GENERAL BOOTSTRAP

• 成果类型: Article
• 署名作者: MASON, DM; NEWTON, MA
• 署名单位: University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348787
• 发表日期: 1992
• 页码: 1611-1624
• 关键词: bayesian bootstrap

摘要

A general notion of a bootstrapped mean constructed by exchangeably weighting sample points is introduced. Consistency of this generalized bootstrapped mean, which includes proposals of Efron and Rubin among others, is proved by classical linear rank statistics theory. The consistency of generalized bootstrapped empirical and quantile processes is also established.