On the asymptotic theory of new bootstrap confidence bounds

DOI10.1214/17-AOS1557zbMath1412.62049OpenAlexW2789196210MaRDI QIDQ1747746

Jan W. H. Swanepoel, Charl Pretorius

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/17-aos1557

zbMATH Keywords

regressionCornish-Fisher expansionconfidence boundssample splittingcoverage errorsmooth function modelEdgeworth polynomials

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (1)

On the asymptotic theory of new bootstrap confidence bounds

Uses Software

• bootstrap

Cites Work

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• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
• Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited
• Theoretical comparison of bootstrap confidence intervals
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• On the asymptotic theory of new bootstrap confidence bounds
• Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds
• A note on proving that the (modified) bootstrap works
• The bootstrap and Edgeworth expansion

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