The bootstrap applied to sequential analysis

DOI10.1080/07474949408836290zbMath0793.62045OpenAlexW1513595969MaRDI QIDQ4293740

C. F. de Beer, Jan W. H. Swanepoel

Publication date: 7 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949408836290

zbMATH Keywords

bootstrapaccuracystopping rulesimulation studynormal datasequential confidence intervalsdouble exponential datanegative exponential dataprediction of stopping times

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Statistical tables (62Q05) Sequential estimation (62L12)

Related Items (1)

Bias reduction via resampling for estimation following sequential tests

Cites Work

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• On the law of large numbers for the bootstrap mean
• Bootstrap methods: another look at the jackknife
• Approximation Theorems of Mathematical Statistics
• Asymptotic results for stopping times based on u-statistics
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean

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