Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods

International Statistical Review

Volumn 83, Issue 2, 2015, Pages 228-238

  Boos, Dennis D ^a   Osborne, Jason A ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap; Coefficient of variation; Delta method; Influence curve; Jackknife; Standard errors; Variability of ratios

Indexed keywords

EID: 84938208076     PISSN: 03067734     EISSN: 17515823     Source Type: Journal    
DOI: 10.1111/insr.12087     Document Type: Article

References (16)

1. Boos, D.D. & Stefanski, L.A. (2013). Essential Statistical Inference: Theory and Methods. New York: Springer.
2. Bao, Y. (2009). Finite-sample moments of the coefficient of variation. Econom. Theory, 25, 291-297.
3. Cramér, H. (1946). Mathematical Methods of Statistics. Princeton: Princeton University Press.
4. Efron, B. (1979). Bootstrap methods: another look at the jackknife. Ann. Statist., 7, 1-26.
5. Efron, B. & Stein, C. (1981). The jackknife estimate of variance. Ann. Statist., 9, 586-596.
6. Efron, B. (1982). The Jackknife, the Bootstrap, and Other Resampling Plans. New Philadelphia: Society for Industrial and Applied Mathematics.
7. Efron, B. & Tibshirani, R.J. (1993). An Introduction to the Bootstrap. New York: Chapman & Hall.
8. Hampel, F.R. (1974). The influence curve and its role in robust estimation. J. Amer. Statist. Assoc., 69, 383-393.
9. Niebuhr, T. & Kreiss, J-P. (2014). Asymptotics for autocovariances and integrated periodograms for linear processes at lower frequencis. Int. Stat. Rev., 82, 123-140.
10. Quenouille, M.H. (1949). Approximate use of correlation in time series. J. R. Stat. Soc. Ser. B Stat. Methodol., 11, 18-84.
11. Quenouille, M.H. (1956). Notes on bias in estimation. Biometrika, 43, 353-360.
12. Serfling, R.J. (1980). Approximation Theorems of Mathematical Statistics. New York: Wiley.
13. Shao, J. & Tu, D. (1996). The Jackknife and Bootstrap. New York: Springer.
14. Tukey, J. (1958). Bias and confidence in not quite large samples (abstract). Ann. Math. Stat., 29, 614-614.
15. Ver Hoef, J.M. (2012). Who invented the Delta Method? Amer. Statist., 66, 124-127.
16. Zhu, H. (2014). Non-parametric analysis of gap times for multiple event data: an overview. Int. Stat. Rev., 82, 106-122.