Second-order correctness of the Poisson bootstrap

Rao, Pathak and Koltchinskii have recently studied a sequential approach to resampling in which resampling is carried out sequentially one-by-one (with replacement each time) until the bootstrap sample contains $m \approx (1 - e^{-1})n \approx 0.632n$ distinct observations from the original sample. In our previous work, we have established that the main empirical characteristics of the sequential bootstrap go through, in the sense of being within a distance $O(n^{-3/4})$ from those of the usual bootstrap. However, the theoretical justification of the second-order correctness of the sequential bootstrap is somewhat difficult. It is the main topic of this investigation. Among other things, we accomplish it by approximating our sequential scheme by a resampling scheme based on the Poisson distribution with mean $\mu = 1$ and censored at $X = 0$ .Rao, Pathak and Koltchinskii have recently studied a sequential approach to resampling in which resampling is carried out sequentially one-by-one (with replacement each time) until the bootstrap sample contains $m \approx (1 - e^{-1})n \approx 0.632n$ distinct observations from the original sample. In our previous work, we have established that the main empirical characteristics of the sequential bootstrap go through, in the sense of being within a distance $O(n^{-3/4})$ from those of the usual bootstrap. However, the theoretical justification of the second-order correctness of the sequential bootstrap is somewhat difficult. It is the main topic of this investigation. Among other things, we accomplish it by approximating our sequential scheme by a resampling scheme based on the Poisson distribution with mean $\mu = 1$ and censored at $X = 0$.

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笔记与分组

分类依据与纠错

Second-order correctness of the Poisson bootstrap

代码、数据与补充材料

泊松自助法的二阶正确性

原文摘要

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