Abstract
Jackknife and bootstrap bias corrections are based on a differencing argument which does not necessarily respect the sign of the true parameter value. Depending on sampling variability they can over-correct, producing a final estimator that is negative when one knows on physical grounds that it should be positive. To overcome this problem we suggest a simple, alternative bootstrap approach, based on biased-bootstrap methods. Our technique has similar properties to the standard uniform-bootstrap method in cases where the latter does not endanger sign, but it respects sign in a canonical way when the standard method disregards it.
Original language | English |
---|---|
Pages (from-to) | 507-518 |
Number of pages | 12 |
Journal | Annals of the Institute of Statistical Mathematics |
Volume | 52 |
Issue number | 3 |
DOIs | |
Publication status | Published - 2000 |