Prepivoting to reduce level error of confidence sets
From MaRDI portal
Publication:3813062
DOI10.1093/BIOMET/74.3.457zbMath0663.62045OpenAlexW2077514434MaRDI QIDQ3813062
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.3.457
higher order correctionsstudentizinglevel errorPrepivotingapproximate confidence setBootstrap confidence setsconfidence set rootestimated bootstrap cumulative distribution functionestimated quantileiterations of prepivoting
Related Items (82)
Bootstraps for time series ⋮ Simultaneous adjustment of bias and coverage probabilities for confidence intervals ⋮ The estimating function bootstrap ⋮ Implementing the single bootstrap: Some computational considerations ⋮ Edgeworth expansions and normalizing transforms for inequality measures ⋮ Using i.i.d. bootstrap inference for general non-i.i.d. models ⋮ The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology ⋮ Jackknife estimation of the bootstrap acceleration constant ⋮ Double bootstrap for shrinkage estimators ⋮ Unusual properties of bootstrap confidence intervals in regression problems ⋮ A note on coverage error of bootstrap confidence intervals for quantiles ⋮ Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach ⋮ Bootstrapping the latent roots of certain random matrices ⋮ Resampling estimation when observations are m–dependent ⋮ On two-stage Monte Carlo tests of composite hypotheses ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ A note on the accuracy of bootstrap percentile method confidence intervals for a quantile ⋮ Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals ⋮ Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference ⋮ A discrete model for bootstrap iteration ⋮ Comparing Biweight Measures of Location in the Two-Sample Problem ⋮ A new technique for postsample model selection and validation ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Improved bootstrap confidence intervals in certain toxicological experiments ⋮ More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series ⋮ Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications ⋮ Oracle M‐Estimation for Time Series Models ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Cross-section bootstrap for CCE regressions ⋮ Estimation in the simple linear regression model when there is heteroscedasticity of unknown form ⋮ Bootstrapping in non-regular smooth function models ⋮ Smoothed and iterated bootstrap confidence regions for parameter vectors ⋮ Bootstrapping time series models ⋮ Improved inference in the evaluation of mutual fund performance using panel bootstrap methods ⋮ The fast iterated bootstrap ⋮ Unnamed Item ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ Accurate and efficient double-bootstrap confidence limit method ⋮ Bootstrap confidence intervals in a switching regressions model ⋮ Two-sample high dimensional mean test based on prepivots ⋮ Edgeworth expansions for studentized and prepivoted sample quantiles ⋮ A coverage probability of bootstrap-t confidence interval for the variance ⋮ Computational algorithms for double bootstrap confidence intervals ⋮ Higher-order accuracy of multiscale-double bootstrap for testing regions ⋮ Parametric bootstrapping with nuisance parameters ⋮ A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems ⋮ A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias ⋮ Nonparametric bootstrap analysis with applications to demographic effects in demand functions ⋮ Simultaneous confidence sets and confidence intervals for multiple ratios ⋮ On characteristic function-based bootstrap tests ⋮ Efficient bootstrap methods: A review ⋮ Double bootstrap estimation of variance under systematic sampling with probability proportional to size ⋮ Better nonparametric bootstrap confidence intervals for the correlation coefficient ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles ⋮ Bootstrap Sample Size in Nonregular Cases ⋮ Iterated Bootstrap‐t Confidence Intervals for Density Functions ⋮ Recent developments in bootstrap methodology ⋮ The impact of the bootstrap on statistical algorithms and theory ⋮ Threshold effects in non-dynamic panels: Estimation, testing, and inference ⋮ The problem of regions ⋮ Comparison of Exact and Resampling Based Multiple Testing Procedures ⋮ Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples ⋮ Double bootstrapping for visualizing the distribution of descriptive statistics of functional data ⋮ Bootstrap test for a structural break under possible heteroscedasticity ⋮ Estimation of Balanced Simultaneous Confidence Sets for SIR Models ⋮ Bootstrapping the mode ⋮ The automatic percentile method: Accurate confidence limits in parametric models ⋮ Computationally efficient double bootstrap variance estimation ⋮ Almost-exact parametric bootstrap calculation via the saddlepoint approximation ⋮ On the inconsistency of bootstrap distribution estimators ⋮ Pairwise comparisons of the means of skewed data ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ Large sample theory of intrinsic and extrinsic sample means on manifolds. II. ⋮ Approximate bias correction in econometrics ⋮ Bootstrap confidence intervals. With comments and a rejoinder by the authors ⋮ Iterated bootstrap procedure in individual bioequivalence ⋮ How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach ⋮ The Power to See: A New Graphical Test of Normality
This page was built for publication: Prepivoting to reduce level error of confidence sets