On nondifferentiable functions and the bootstrap |
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| Authors: | Lutz Dümbgen |
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| Institution: | (1) Department of Statistics, University of California, 94720 Berkeley, CA, USA;(2) Present address: Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, W-6900 Heidelberg, Germany |
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| Abstract: | Summary We investigate a class of statistical problems, where usual bootstrap methods fail, and discuss two alternative solutions. In particular, a stochastic procedure for constructing confidence sets is proposed. Special applications are the eigenvalues of a covariance matrix and minimum distance functionals.Work supported by the Miller Institute for Basic Research in Science, Berkeley |
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| Keywords: | 62E20 62G07 62G15 |
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