Performance of balanced bootstrap resampling in distribution function and quantile problems
From MaRDI portal
Publication:1118246
DOI10.1007/BF01277983zbMath0668.60021MaRDI QIDQ1118246
No author found.
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (6)
Balanced bootstrap resampling method for neural model selection ⋮ Balanced importance resampling for Markov chains ⋮ Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk ⋮ Balanced resampling for bootstrapping finite state markov chains ⋮ Efficient bootstrap methods: A review ⋮ Power estimation for two sample tests using balanced resampling
Cites Work
- Unnamed Item
- Inference on means using the bootstrap
- On the number of bootstrap simulations required to construct a confidence interval
- On the asymptotic accuracy of Efron's bootstrap
- On the validity of the formal Edgeworth expansion
- Bootstrap methods: another look at the jackknife
- On efficient bootstrap simulation
- Efficient Bootstrap Simulation
- Asymptotic normality and efficiency for certain goodness-of-fit tests
This page was built for publication: Performance of balanced bootstrap resampling in distribution function and quantile problems