Abstract

The bootstrap, which provides powerful approximations for many classes of statistics, is studied for simple linear rank statistics employing bounded and smooth score functions. To verify consistency we view a rank statistic as a statistic induced by a statistical functional ψ which is evaluated at a pair of dependent signed measures. Thus, we can apply the von Mises method to verify asymptotic results for the bootstrap. The strong consistency of the bootstrap distribution estimator is derived for the bootstrap based on resampling from the original data. Further, the residual bootstrap is studied. The accuracy of the bootstrap approximations for small sample sizes is studied by simulations. The simulations indicate that the bootstrap provides better results than a normal approximation.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.