Subsampling,symmetrization, and robust interpolation |
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Authors: | Dimitrls N Politis Joseph P Romano Michael Wolf |
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Institution: | Department of Mathematics , University of California , San Diego La Jolla, CA, 92093-0112, USA |
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Abstract: | The recently developed subsampling methodology has been shown to be valid for the construction of large-sample confidence regions for a general unknown parameter 9 under very minimal conditions. Nevertheless, in some specific cases—e.g. in the case of the sample mean of i.i.d. data—it has been noted that the subsampling distribution estimator underperforms as compared to alternative estimators such as the bootstrap or the asymptotic normal distribution (with estimated variance). In the present report we introduce a (partially) symmetrized. |
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Keywords: | Extrapolation jackknife large sample inference resampling |
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