Double-bootstrap methods that use a single double-bootstrap simulation

DOI10.1093/BIOMET/ASU060MaRDI QIDQ5247443zbMATH OpenOpenAlexFDO

Authors Jinyuan Chang, Peter Hall

Publication date 24 April 2015

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.6327

zbMATH Keywords

confidence intervalsEdgeworth expansionsecond-order correctnessbias correctionbias estimationdistribution estimationthird-order correctness

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05) Nonparametric statistical resampling methods (62G09)

Abstract: We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In particular, they produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or distribution estimators.

Recommendations

• Computationally efficient double bootstrap variance estimation
• Accurate and efficient double-bootstrap confidence limit method
• Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals
• Computational algorithms for double bootstrap confidence intervals
• Improving the reliability of bootstrap tests with the fast double bootstrap

Cited in

(14)

• A Weighted Bootstrap Approach to Bootstrap Iteration
• Bias, consistency, and alternative perspectives of the infinitesimal jackknife
• Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals
• Sensitivity analysis for principal ignorability violation in estimating complier and noncomplier average causal effects
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
• Quantifying uncertainty: all we need is the bootstrap?
• The Grid Bootstrap for Continuous Time Models
• Simulation‐based estimators of analytically intractable causal effects
• Computational algorithms for double bootstrap confidence intervals
• Distributed statistical inference for massive data
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
• The fast iterated bootstrap
• Mathematical proof of the third order accuracy of the speedy double bootstrap method
• On the estimation bias in first-order bifurcating autoregressive models

This page was built for publication: Double-bootstrap methods that use a single double-bootstrap simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5247443)