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An exact bootstrap for variance of finite-population <Emphasis Type="BoldItalic">L</Emphasis>-statistic
Authors:Andrius Čiginas
Institution:(1) Institute of Mathematics and Informatics, Vilnius, Lithuania;(2) Vilnius University, Naugarduko 24, Vilnius, 03225, Lithuania
Abstract:We give an exact formula of a finite-population bootstrap variance estimator for a general class of L-statistic. It is aimed to reduce the computational burden and to eliminate the approximation error, typically present in resampling approximations based on simulation. In the case of the classical nonparametric Efron bootstrap, a similar formula was shown by Hutson and Ernst A.D. Hutson and M.D. Ernst, The exact bootstrap mean and variance of an L-estimator, J. R. Stat. Soc., Ser. B, 62:89–94, 2000].
Keywords:
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