Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals

DOI10.1111/1467-9868.00245MaRDI QIDQ4505996zbMATH OpenOpenAlexFDO

Authors S. M. S. Lee, G. Alastair Young, Peter Hall

Publication date 5 July 2001

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/10.1111/1467-9868.00245

zbMATH Keywords

coverage errorEdgeworth expansioniterated bootstrapMonte Carlo simulationresamplesimulation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

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(7)

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• Prepivoting composite score statistics by weighted bootstrap iteration
• Double-bootstrap methods that use a single double-bootstrap simulation
• Accurate confidence interval estimation of small area parameters under the Fay-Herriot model
• Comparison of three‐dimensional ROC surfaces for clustered and correlated markers, with a proteomics application
• A General Framework for Circular Local Likelihood Regression
• Computational algorithms for double bootstrap confidence intervals

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