Abstract

Efron's "bootstrap" method of distribution approximation is shown to be asymptotically valid in a large number of situations, including $t$-statistics, the empirical and quantile processes, and von Mises functionals. Some counter-examples are also given, to show that the approximation does not always succeed.

Keywords

MathematicsQuantileAsymptotic analysisApplied mathematicsAsymptotic distributionDistribution (mathematics)StatisticsEconometricsMathematical analysisEstimator

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Publication Info

Year
1981
Type
article
Volume
9
Issue
6
Citations
1634
Access
Closed

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Peter J. Bickel, David A. Freedman (1981). Some Asymptotic Theory for the Bootstrap. The Annals of Statistics , 9 (6) . https://doi.org/10.1214/aos/1176345637

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DOI
10.1214/aos/1176345637