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On nondifferentiable functions and the bootstrap
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  • Published: March 1993

On nondifferentiable functions and the bootstrap

  • Lutz Dümbgen1 nAff2 

Probability Theory and Related Fields volume 95, pages 125–140 (1993)Cite this article

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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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Author information

Author notes
  1. Lutz Dümbgen

    Present address: Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, W-6900, Heidelberg, Germany

Authors and Affiliations

  1. Department of Statistics, University of California, 94720, Berkeley, CA, USA

    Lutz Dümbgen

Authors
  1. Lutz Dümbgen
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Additional information

Work supported by the Miller Institute for Basic Research in Science, Berkeley

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Cite this article

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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  • Received: 02 January 1992

  • Revised: 05 June 1992

  • Issue Date: March 1993

  • DOI: https://doi.org/10.1007/BF01197342

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Mathematics Subject Classifications

  • 62E20
  • 62G07
  • 62G15
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