Optimal choice between parametric and non-parametric bootstrap estimates

DOI10.1017/S0305004100072121MaRDI QIDQ4303443zbMATH OpenFDO

Authors S. M. S. Lee

Publication date 16 February 1995

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0305004100072121

zbMATH Keywords

asymptotic errorconvergence rateempirical estimatehybrid estimatormean squared erroroptimal estimatoroptimal tuning parameterparametric bootstrap estimatesimulation studies

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Bootstrap choice of tuning parameters
• Bootstrap methods: another look at the jackknife
• Some asymptotic theory for the bootstrap
• The bootstrap: To smooth or not to smooth?

Cited in

(8)

• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• Estimating confidence intervals for the difference in diagnostic accuracy with three ordinal diagnostic categories without a gold standard
• A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
• A bootstrap procedure for local semiparametric density estimation amid model uncertainties
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• A composite quantile function estimator with applications in bootstrapping
• Bootstrap tests for misspecified models, with application to clustered binary data.
• A robust test approach for equality of mean vectors of two independent groups under the multivariate Behrens-Fisher problem

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