A note on methods of restoring consistency to the bootstrap

@inproceedings{Samworth2003ANO,
  title={A note on methods of restoring consistency to the bootstrap},
  author={Richard J. Samworth},
  year={2003}
}
We consider the property of consistency and its relevance for determining the performance of the bootstrap. We analyse various parametric bootstrap approximations to the distributions of the Hodges and Stein estimators, whose behaviour is typical of that of super-efficient estimators employed in wavelet regression, kernel density estimation and nonparametric curve fitting. Our results reveal not only some of the difficulties in selecting good modifications to the intuitive bootstrap, but also… CONTINUE READING

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