Asymptotic iterated bootstrap confidence intervals

DOI10.1214/aos/1176324710zbMath0838.62034OpenAlexW1997280152MaRDI QIDQ1906213

Stephen M. S. Lee, G. Alastair Young

Publication date: 6 June 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1176324710

zbMATH Keywords

resamplingasymptotic expansionsFortran programEdgeworth expansionpercentile methodcoverage erroradditive correctioniterated bootstrap confidence interval

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

A discrete model for bootstrap iteration ⋮ The fast iterated bootstrap ⋮ Higher-order accuracy of multiscale-double bootstrap for testing regions ⋮ Bandwidth selection for the smoothed bootstrap percentile method. ⋮ Iterated Bootstrap‐t Confidence Intervals for Density Functions ⋮ Nonparametric Confidence Regions for L-Moments ⋮ Bootstrap confidence intervals. With comments and a rejoinder by the authors

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