Importance sampling and the nested bootstrap
From MaRDI portal
Publication:3828890
DOI10.1093/BIOMET/76.3.435zbMath0674.62023OpenAlexW2025191512MaRDI QIDQ3828890
No author found.
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.3.435
importance samplingexponential tiltingnested bootstrapchoice of sample sizedouble bootstrap confidence limit method
Related Items (12)
Edgeworth expansions and normalizing transforms for inequality measures ⋮ On two-stage Monte Carlo tests of composite hypotheses ⋮ Comparing Biweight Measures of Location in the Two-Sample Problem ⋮ A fast procedure for calculating importance weights in bootstrap sampling ⋮ Accurate and efficient double-bootstrap confidence limit method ⋮ Higher-order accuracy of multiscale-double bootstrap for testing regions ⋮ On characteristic function-based bootstrap tests ⋮ Estimating probabilities from invariant permutation distributions ⋮ Efficient bootstrap methods: A review ⋮ EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA ⋮ Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood ⋮ Almost-exact parametric bootstrap calculation via the saddlepoint approximation
This page was built for publication: Importance sampling and the nested bootstrap