A note on methods of restoring consistency to the bootstrap
关于恢复自助法一致性的方法的一则札记
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…