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An exact bootstrap for variance of finite-population L-statistic

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Abstract

We give an exact formula of a finite-population bootstrap variance estimator for a general class of L-statistic. It is aimed to reduce the computational burden and to eliminate the approximation error, typically present in resampling approximations based on simulation. In the case of the classical nonparametric Efron bootstrap, a similar formula was shown by Hutson and Ernst [A.D. Hutson and M.D. Ernst, The exact bootstrap mean and variance of an L-estimator, J. R. Stat. Soc., Ser. B, 62:89–94, 2000].

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  1. Faculty of Mathematics and Informatics, Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania

    Andrius Čiginas

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  1. Andrius Čiginas
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Correspondence to Andrius Čiginas.

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Čiginas, A. An exact bootstrap for variance of finite-population L-statistic. Lith Math J 51, 322–329 (2011). https://doi.org/10.1007/s10986-011-9129-1

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  • DOI: https://doi.org/10.1007/s10986-011-9129-1

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