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 |
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