|
Titre :
|
Estimation of the variance of an adaptive estimator by bootstrapping
|
|
Auteurs :
|
M. Donegani ;
M. Unternaher
|
|
Type de document :
|
article/chapitre/communication
|
|
Année de publication :
|
1991
|
|
Format :
|
p.3925-3931
|
|
Langues:
|
= Anglais
|
|
Catégories :
|
MATHEMATIQUES STATISTIQUES
|
|
Mots-clés:
|
ESTIMATION
;
ANALYSE DE VARIANCE
;
ADAPTATION
|
|
Résumé :
|
In this paper we propose a bootstrap-based method to estimate the standard error of adaptive estimators. We apply it in the standard problem of location estimation discussed in Randles and Hogg (1973) and in Hogg and Lenth (1984). Our adaptive estimator is based on a choice between the mean, the 35% trimmed mean and the median. Finally, we carry out a simulation study to see how well the proposed method performs in small and moderate sample sizes.
|
|
Source :
|
Comm. statist. theory meth., vol 20, n°12
|
