Richardson Extrapolation and the Bootstrap

DOI10.2307/2288854zbMath0664.62014OpenAlexW4245350792MaRDI QIDQ3814543

Peter J. Bickel, Joseph A. Yahav

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2288854

zbMATH Keywords

approximationnormal distributionRichardson extrapolationchi-square distributionEdgeworth expansioncomputational costMonte Carlo studiesbootstrap simulationst-distributionbootstrap percentile confidence intervalssmoothed binomial distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (11)

Extrapolation for solving a system of weakly singular nonlinear Volterra integral equations of the second kind ⋮ Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting ⋮ Quantile varying-coefficient structural equation model ⋮ Scaling by subsampling for big data, with applications to statistical learning ⋮ Estimating the algorithmic variance of randomized ensembles via the bootstrap ⋮ Numerical approximation of conditional asymptotic variances using Monte Carlo simulation ⋮ Subsampling Continuous Parameter Random Fields and a Bernstein Inequality ⋮ On distribution function estimation using log-odds interpolation ⋮ An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median ⋮ Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching

This page was built for publication: Richardson Extrapolation and the Bootstrap