Accurate and efficient double-bootstrap confidence limit method

DOI10.1016/0167-9473(92)90151-5MaRDI QIDQ1186055zbMATH OpenOpenAlexFDO

Authors Sheng G. Shi

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1016/0167-9473(92)90151-5

zbMATH Keywords

importance samplingmeanbias-correctionsaddlepoint methodpercentile methodnormal distributionsexponential distributionsdouble-bootstrap confidence limit methoddouble-bootstrap equation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 4098516 (Why is no real title available?)
• scientific article; zbMATH DE number 4100419 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Better Bootstrap Confidence Intervals
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• On the bootstrap and confidence intervals
• On the number of bootstrap simulations required to construct a confidence interval
• Prepivoting to reduce level error of confidence sets
• Robust Statistics
• Saddlepoint approximations in resampling methods

Cited in

(9)

• A fast iterated bootstrap procedure for approximating the small-sample bias
• Confidence interval estimation of overlap: equal means case.
• Improving the reliability of bootstrap tests with the fast double bootstrap
• scientific article; zbMATH DE number 774871 (Why is no real title available?)
• Double bootstrap confidence intervals in the two-stage DEA approach
• Double-bootstrap methods that use a single double-bootstrap simulation
• The automatic percentile method: Accurate confidence limits in parametric models
• On the estimation bias in first-order bifurcating autoregressive models
• The Generalized Bootstrap: A New Fitting Strategy & A Simulation Study Showing Advantage Over Bootstrap Percentile Methods

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