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Bootstrap, Wild Bootstrap and Generalized Bootstrap

Mammen, Enno

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Some modifications and generalizations of the bootstrap procedurehave been proposed. In this note we will consider the wild bootstrap and the generalized bootstrap and we will give two arguments why it makes sense touse these modifications instead of the original bootstrap. The firstargument is that there exist examples where generalized and wild bootstrapwork, but where the original bootstrap fails and breaks down. The secondargument will be based on higher order considerations. We will show thatthe class of generalized and wild bootstrap procedures offers a broadspectrum of possibilities for adjusting higher order properties of the bootstrap.

Item Type: Working paper
Place of Publication: Heidelberg
Edition: submitted: August 1993, revised: June 1995
Date Deposited: 20 Jun 2016 08:31
Date: June 1995
Number of Pages: 10
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
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