On inconsistency of the jackknife-after-bootstrap bias estimator for dependent data

[摘要] B. Efron introduced jackknife-after-bootstrap ap as a computationally efficient method for estimating standard errors of bootstrap estimators. In a recent paper consistency of the jackknife-after-bootstrap variance estimators has been established for different bootstrap quantities for independent and dependent data. In this paper, it is shown that in the dependent case, the standard jackknife-after-bootstrap estimator for the bias of block bootstrap quantities is inconsistent for almost any sensible choice of the blocking parameters. Some alternative bias estimators are proposed and shown to be consistent. (C) 1997 Academic Press.

[发布日期] 1997-10-01

[关键词] jackknife;block bootstrap;consistency;weak dependence