On the Edgeworth expansion and the <Emphasis Type="Italic">M</Emphasis> out of <Emphasis Type="Italic">N</Emphasis> bootstrap accuracy for a Studentized trimmed mean |
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Authors: | N V Gribkova R Helmers |
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Institution: | (1) St. Petersburg State Transport University, 190031, Moskovskii av. 9, St. Petersburg, Russia;(2) Centre for Mathematics and Computer Science, P.O.Box 94079, 1090 GB Amsterdam, The Netherlands |
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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].
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Keywords: | bootstrap accuracy empirical Edgeworth expansions Studentized trimmed means |
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