Speaker:
Robert L. Taylor
Department of Mathematical Sciences
Clemson University
Time and Place: 3:00 p.m., Friday, September 19, 2003, 14 Allen
Title:
Consistency and validity of dependent nonparametric bootstrap estimators
Abstract:
The traditional bootstrap resamples with replacement
from the original sample observations to form arrays of rowwise independent and
identically distributed bootstrap random variables. There are situations, for
example, when sampling from finite populations, where resampling without
replacement provides a more realistic bootstrap procedure and produces
dependent bootstrap random variables. The desired properties of consistency
and asymptotic validity are shown to hold for certain nonparametric dependent
bootstrap estimators. In addition, it is shown that the smaller variation in
dependent bootstrap estimators can be used to increase precision in some of the
estimates even in the traditional i.i.d. setting.
Host:
Jane Harvill
, (662) 325-7151, harvill@math.msstate.edu
Refreshments: 2:30-3:00 p.m., 467 Allen
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