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Intentionally biased bootstrap methods

Hall, Peter; Presnell, B

Description

A class of weighted bootstrap techniques, called biased bootstrap or b-bootstrap methods, is introduced. It is motivated by the need to adjust empirical methods, such as the "uniform" bootstrap, in a surgical way to alter some of their features while leaving others unchanged. Depending on the nature of the adjustment, the b-bootstrap can be used to reduce bias, or to reduce variance or to render some characteristic equal to a predetermined quantity. Examples of the last application include a...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/91484
Source: Journal of the Royal Statistical Society Series B

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