The exact bootstrap mean and variance of anL-estimator
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2000 · Volume 62 · Issue 1
Abstract
Exact analytic expressions for the bootstrap mean and variance of anyL-estimator are obtained, thus eliminating the error due to bootstrap resampling. The expressions follow from the direct calculation of the bootstrap mean vector and covariance matrix of the whole set of order statistics. By using these expressions, recommendations can be made about the appropriateness of bootstrap estimation under given conditions.
Keywords
Kernel quantile estimators, L-statistic, Median, Order statistics, Quantile function, Quick estimators, Trimmed mean
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