Summary
We investigate a class of statistical problems, where usual bootstrap methods fail, and discuss two alternative solutions. In particular, a stochastic procedure for constructing confidence sets is proposed. Special applications are the eigenvalues of a covariance matrix and minimum distance functionals.
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Work supported by the Miller Institute for Basic Research in Science, Berkeley
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Dümbgen, L. On nondifferentiable functions and the bootstrap. Probab. Th. Rel. Fields 95, 125–140 (1993). https://doi.org/10.1007/BF01197342
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DOI: https://doi.org/10.1007/BF01197342
Mathematics Subject Classifications
- 62E20
- 62G07
- 62G15