Jackknife estimation of the bootstrap acceleration constant

DOI10.1016/0167-9473(90)90109-UzbMath0825.62451OpenAlexW2056772997MaRDI QIDQ1896124

Yanyan Li

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90109-u

zbMATH Keywords

resamplingvariancecorrelation coefficientskewnessEdgeworth expansionbias correctionpercentile \(t\)Studentized pivotal quantity

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology ⋮ Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques ⋮ A simulation study of iterated and non-iterated bootstrap methods for bias reduction and confidence interval estimation

Cites Work

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• Inverting an Edgeworth expansion
• Jackknife approximations to bootstrap estimates
• Edgeworth corrected pivotal statistics and the bootstrap
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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• On smoothing and the bootstrap
• Computers and the Theory of Statistics: Thinking the Unthinkable
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• Histospline smoothing the Bayesian bootstrap
• The bootstrap: To smooth or not to smooth?
• Prepivoting to reduce level error of confidence sets
• Improvements of jackknife confidence limit methods

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