# Optimizing the smoothed bootstrap

@article{Wang1995OptimizingTS, title={Optimizing the smoothed bootstrap}, author={Suojin Wang}, journal={Annals of the Institute of Statistical Mathematics}, year={1995}, volume={47}, pages={65-80} }

In this paper we develop the technique of a generalized rescaling in the smoothed bootstrap, extending Silverman and Young's idea of shrinking. Unlike most existing methods of smoothing, with a proper choice of the rescaling parameter the rescaled smoothed bootstrap method produces estimators that have the asymptotic minimum mean (integrated) squared error, asymptotically improving existing bootstrap methods, both smoothed and unsmoothed. In fact, the new method includes existing smoothed… Expand

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