Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals

DOI10.1016/0167-7152(89)90122-3zbMath0676.62045OpenAlexW1975229854MaRDI QIDQ1122901

Robert K. Rayner

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90122-3

zbMATH Keywords

confidence intervalsMonte Carlo studynormal approximationEdgeworth expansionStudentized statisticsboostrap

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study

Cites Work

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