Almost-exact parametric bootstrap calculation via the saddlepoint approximation

DOI10.1016/0167-9473(93)90176-TzbMath0875.62069OpenAlexW2082624583MaRDI QIDQ2563665

David M. Rocke

Publication date: 10 November 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90176-t

zbMATH Keywords

numerical integrationreliabilityGaussian quadraturemaximum likelihoodstress-strength problems

Mathematics Subject Classification ID

Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the bootstrap and confidence intervals
• Theoretical comparison of bootstrap confidence intervals
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• On a formula for the distribution of the maximum likelihood estimator
• Bootstrapping estimators of P(Y<X) in the gamma case
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• Statistical Inference for Pr(Y < X): The Normal Case
• Saddlepoint approximations in resampling methods
• On bootstrap resampling and iteration
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Prepivoting to reduce level error of confidence sets
• Importance Sampling for Bootstrap Confidence Intervals
• On efficient bootstrap simulation
• Importance sampling and the nested bootstrap
• Antithetic resampling for the bootstrap
• Efficient Bootstrap Simulation
• Nonparametric Upper Confidence Bounds for Pr{Y < X} and Confidence Limits for Pr{Y < X} When X and Y are Normal
• Calculation of Gauss Quadrature Rules
• More Efficient Bootstrap Computations
• Saddlepoint Approximations in Statistics

This page was built for publication: Almost-exact parametric bootstrap calculation via the saddlepoint approximation