Second Order Corrections of the Sequential Bootstrap
Abstract
Rao, Pathak and Koltchinskii (1997) have recently studied a sequential approach to resampling in which resampling is carried out sequentially one-by-one (with replacement each time) until the bootstrap sample contains m approximately equal to (1 - e(exp -1)n approximately equal to .632n distinct observations from the original sample. They have established that the main empirical characteristics of the sequential bootstrap go through, in the sense of being within a distance of order O(n(exp -3/4)) from those of the usual bootstrap. However, the theoretical justification of the second order correctness of the sequential bootstrap is somewhat involved. It is the main topic of this investigation. Among other things, we accomplish it by approximating our sequential scheme by a resampling scheme based on the Poisson distribution with mean mu = 1 and censored at X = 0.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1998
- Accession Number
- ADA358193
Entities
People
- Calyampudi Radhakrishna Rao
- Gutti J. Babu
- P. K. Pathak
Organizations
- Pennsylvania State University