Computational algorithms for double bootstrap confidence intervals

DOI10.1016/j.csda.2004.05.023zbMath1429.62164OpenAlexW2002259290MaRDI QIDQ957216

John C. Nankervis

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.023

zbMATH Keywords

confidence intervalsMonte Carlostopping rulesdouble bootstrap

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (13)

Simultaneous adjustment of bias and coverage probabilities for confidence intervals ⋮ Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach ⋮ Papers with John ⋮ Imprecise expectations for imprecise linear filtering ⋮ Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation ⋮ Unnamed Item ⋮ Second special issue on computational econometrics ⋮ Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model ⋮ Computational techniques for applied econometric analysis of macroeconomic and financial processes ⋮ Forecasting nonlinear time series with neural network sieve bootstrap ⋮ Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ Inference for non-regular parameters in optimal dynamic treatment regimes

Uses Software

• bootlib

Cites Work

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• On the bootstrap and confidence intervals
• How accurate are confidence intervals for impulse responses in large VAR models?
• Prepivoting to reduce level error of confidence sets
• The bootstrap and Edgeworth expansion

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