Bootstrapping the Stein-Rule Estimators View Full Text


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Article Info

DATE

2021-11-18

AUTHORS

Akio Namba

ABSTRACT

In this paper we consider the Stein-rule estimator and the positive-part Stein-rule estimator for the mean of a multivariate normal distribution and analyze the validity of the bootstrap methods for these estimators. We show that the conventional bootstrap is not always consistent and propose an alternative bootstrap method which is consistent when the conventional bootstrap is inconsistent. We also show the consistency of the m out of n bootstrap. Moreover, we propose an consistent bootstrap method based on a pre-test. Our simulation results show the validity of the proposed bootstrap in various setups. More... »

PAGES

219-237

References to SciGraph publications

  • 1997-03. Diagnosing Bootstrap Success in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • 2014-07-22. Stochastically optimal bootstrap sample size for shrinkage-type statistics in STATISTICS AND COMPUTING
  • 2011-11-02. Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses in SELECTED WORKS OF WILLEM VAN ZWET
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    http://scigraph.springernature.com/pub.10.1007/s40953-021-00269-5

    DOI

    http://dx.doi.org/10.1007/s40953-021-00269-5

    DIMENSIONS

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