Balanced importance resampling for the bootstrap

DOI10.1214/AOS/1176349026zbMath0776.62043OpenAlexW2050948537MaRDI QIDQ2366739

Andrew T. A. Wood, James G. Booth

Publication date: 24 November 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349026

zbMATH Keywords

asymptotic efficiencyexponential tiltingMonte Carlo approximationbalanced importance resamplingbalanced uniform resamplingrandom importance resamplingsmooth functions of solutions of estimating equations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (5)

Random weighting estimation of sampling distributions via importance resampling ⋮ Balanced importance resampling for Markov chains ⋮ Efficient bootstrap methods: A review ⋮ EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA ⋮ Power estimation for two sample tests using balanced resampling

This page was built for publication: Balanced importance resampling for the bootstrap