.png){kind=icon}
.png){kind=icon}
Return
Bootstrap Standard Error Estimates and Inference
.png){kind=icon}
PRE
AI
DOI：10.3982/ECTA17912.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
Asymptotic justification of the bootstrap often takes the form of weak convergence of the bootstrap distribution to some limit distribution. Theoretical literature recognized that the weak convergence does not imply consistency of the bootstrap second moment or the bootstrap variance as an estimator of the asymptotic variance, but such concern is not always reflected in the applied practice. We bridge the gap between the theory and practice by showing that such common bootstrap based standard error in fact leads to a potentially conservative inference.
Keywords:
Asymptotic size control
bootstrap
standard error estimates
