Computationally efficient double bootstrap variance estimation
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Recommendations
- Double-bootstrap methods that use a single double-bootstrap simulation
- Computational algorithms for double bootstrap confidence intervals
- More Efficient Bootstrap Computations
- Double bootstrap estimation of variance under systematic sampling with probability proportional to size
- Improving the reliability of bootstrap tests with the fast double bootstrap
Cites work
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- Computationally efficient double bootstrap variance estimation
- Double bootstrap for shrinkage estimators
- More Efficient Bootstrap Computations
- Prepivoting to reduce level error of confidence sets
- The bootstrap and Edgeworth expansion
- The jackknife and bootstrap
Cited in
(11)- The Hellinger Correlation
- Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals
- Computationally efficient double bootstrap variance estimation
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Estimating the algorithmic variance of randomized ensembles via the bootstrap
- Computational algorithms for double bootstrap confidence intervals
- Double-bootstrap methods that use a single double-bootstrap simulation
- Accurate and efficient double-bootstrap confidence limit method
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Faster Bootstrapping with Polynomial Error
- Estimating variances for all sample sizes by the bootstrap
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