Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds

DOI10.1111/1467-9469.00233zbMath0965.62026OpenAlexW1979473093MaRDI QIDQ2722313

Stephen M. S. Lee, Kam-Hin Chung

Publication date: 11 July 2001

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00233

zbMATH Keywords

Edgeworth expansionsconfidence boundsdouble bootstrapcoverage errorCornish-Fisher expansionssmooth function modelbackward percentileshybrid percentilesm/n bootstrap

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing ⋮ Sufficient m-out-of-n (m/n) bootstrap ⋮ On the asymptotic theory of new bootstrap confidence bounds ⋮ Out-of-bag estimation of the optimal sample size in bagging

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