Theoretical comparison of bootstrap confidence intervals (Q1114258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretical comparison of bootstrap confidence intervals |
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Theoretical comparison of bootstrap confidence intervals (English)
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1988
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The author surveys different bootstrap methods for constructing confidence intervals for a parameter of interest, say \(\theta\). The comparison is made under the assumption that the estimator \({\hat \theta}\) admits an Edgeworth expansion, both in the studentized and non- studentized case.
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unified framework
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bootstrap critical points
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departures from normality
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accelerated bias-correction
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coverage
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acceleration constant
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interval length
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percentile-method
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quantile
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shortest confidence interval
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bootstrap methods
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Edgeworth expansion
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