Resampling and exchangeable arrays

Authors
Citation
P. Mccullagh, Resampling and exchangeable arrays, BERNOULLI, 6(2), 2000, pp. 285-301
Citations number
6
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
6
Issue
2
Year of publication
2000
Pages
285 - 301
Database
ISI
SICI code
1350-7265(200004)6:2<285:RAEA>2.0.ZU;2-A
Abstract
The nonparametric, or resampling, bootstrap for a single unstructured sampl e corresponds to the algebraic operation of monoid composition, with a unif orm distribution on the monoid. With this interpretation, the notion of res ampling can be extended to designs having a certain group-invariance proper ty. Two types of exchangeable array structures are considered in some detai l, namely the one-way layout, and the two-way row-column exchangeable desig n. Although in both cases there is a unique group under which the sampling distribution of the observations is exchangeable, the choice of monoid is n ot unique. Different choices of monoid can lead to drastically different, a nd in some cases quite misleading, inferences.