JSM 2005 - Toronto

Abstract #302782

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.



The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

Back to main JSM 2005 Program page
Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 101
Type: Contributed
Date/Time: Monday, August 8, 2005 : 8:30 AM to 10:20 AM
Sponsor: Business and Economics Statistics Section
Abstract - #302782
Title: Aspects of the Exact Finite Sample Distribution of the Bootstrap
Author(s): Lawrence Marsh*+
Companies: University of Notre Dame
Address: 302 East Pokagon Street, South Bend, 1, 46617-1226, United States
Keywords: multinomial ; hypergeometric ; Taylor series expansion ; wild bootstrap ; block bootstrap ; regression
Abstract:

This paper explores the extent to which the exact, finite sample distribution of the bootstrap can be determined. Using the multinomial distribution for standard bootstrap and the hypergeometric distribution for the balanced bootstrap, the population moments of various sample statistics can be obtained. For highly nonlinear sample statistics, a Taylor series expansion is used (out to plus infinity in Kronecker products) to produce a polynomial in bootstrap-induced randomness. The joint distribution between the bootstrap-induced randomness and the randomness of the unknown distribution associated with the original sample is explored. We conclude that for estimation purposes in many cases, bootstrap simulations can be replaced with exact results. For other cases, formulas can be produced to provide Taylor series, which provide highly accurate results up to machine accuracy. Examples include deriving formulas for bootstrap variances of standard, balanced, wild, block, and least squares regression bootstraps. Future directions include extensions to calculate exact formulas for skewness and kurtosis, Bayesian bootstraps, hypothesis testing, and confidence intervals.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2005 program

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005