Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Bootstrap Diagnostics

Publication Date

October, 2000

Publication Type

Tech Report

Author(s)

A.J. Canty, A.C. Davison, D.V. Hinkley, and V. Véntura

Abstract

Bootstrap diagnostics are used to assess reliability of bootstrap calculations, and may suggest useful modified calculations when these are possible. Concern focuses on susceptibility to peculiarities in data, incorrectness of resampling model, incorrect use of resampling simulation output, and inherent inaccuracy of the bootstrap approach. The last involves issues such as inconsistency of bootstrap method, order of correctness of a consistent bootstrap method, and approximate pivotality. In this paper we attempt to address these problems, to provide workable diagnostic methods, and where necessary to provide fast and simple ways to effect the necessary computations.