Optimal choice between parametric and non-parametric bootstrap estimates

DOI10.1017/S0305004100072121zbMath0806.62019MaRDI QIDQ4303443

Stephen M. S. Lee

Publication date: 16 February 1995

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

mean squared errorconvergence rateasymptotic erroroptimal estimatorsimulation studieshybrid estimatorempirical estimateoptimal tuning parameterparametric bootstrap estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (7)

A composite quantile function estimator with applications in bootstrapping ⋮ Estimating confidence intervals for the difference in diagnostic accuracy with three ordinal diagnostic categories without a gold standard ⋮ An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage ⋮ A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters ⋮ A bootstrap procedure for local semiparametric density estimation amid model uncertainties ⋮ Bootstrap tests for misspecified models, with application to clustered binary data. ⋮ A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models

Cites Work

• Bootstrap choice of tuning parameters
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Approximation Theorems of Mathematical Statistics
• The bootstrap: To smooth or not to smooth?

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