Fast and accurate approximate double bootstrap confidence intervals

DOI10.1093/BIOMET/79.2.285MaRDI QIDQ4015834zbMATH OpenOpenAlexFDO

Authors Michael A. Martin, G. Alastair Young, Thomas J. Diciccio

Publication date 29 November 1992

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/79.2.285

zbMATH Keywords

asymptotic approximationbootstrap calibrationconstruction of approximate iterated bootstrap confidence intervalscorrelation coefficienthigh coverage accuracynonlinear saddlepoint equationspercentile methodpercentile-\(t\) methodratio of meansresamplingsaddle-point approximationsaddlepoint approachsimulationtail probability approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(12)

• Improving the reliability of bootstrap tests with the fast double bootstrap
• Accurate and efficient double-bootstrap confidence limit method
• Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Asymptotic iterated bootstrap confidence intervals
• Efficient bootstrap methods: A review
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• A fast iterated bootstrap procedure for approximating the small-sample bias
• Accurate confidence interval estimation of small area parameters under the Fay-Herriot model
• Content-adjusted tolerance intervals via bootstrap calibration
• Improving coverage probabilities for parametric tolerance intervals via bootstrap calibration

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