Jürgen Franke, Michael Neumann

• Knowledge about the distribution of a statistical estimator is important for various purposes like, for example, the construction of confidence intervals for model parameters or the determiation of critical values of tests. A widely used method to estimate this distribution is the so-called bootstrap which is based on an imitation of the probabilistic structure of the data generating process on the basis of the information provided by a given set of random observations. In this paper we investigate this classical method in the context of artificial neural networks used for estimating a mapping from input to output space. We establish consistency results for bootstrap estimates of the distribution of parameter estimates.