A Weighted Bootstrap Approach to Bootstrap Iteration

DOI10.1111/1467-9868.00224MaRDI QIDQ4943411zbMATH OpenOpenAlexFDO

Authors Yoshihiko Maesono, Peter Hall

Publication date 13 August 2000

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00224

zbMATH Keywords

calibrationconfidence intervalsdistribution estimationdouble-bootstrapEdgeworth expansionsweighted bootstrap

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

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• An application of weighted bootstrap method in semi-parametric model
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• Convergence properties of weighted particle islands with application to the double bootstrap algorithm
• Prepivoting by weighted bootstrap iteration
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• A Weighted Bootstrap Procedure for Divergence Minimization Problems
• A wee exploration of techniques for risk assessments of extreme events. EVA (2023) Conference Data Challenge: Wee Extremes group

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