Performance of balanced bootstrap resampling in distribution function and quantile problems

DOI10.1007/BF01277983MaRDI QIDQ1118246zbMATH OpenFDO

Authors Peter Hall

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01277983

zbMATH Keywords

balanced resamplingbias estimationbootstrap resampling

Mathematics Subject Classification ID

Distribution theory (60E99) Nonparametric estimation (62G05)

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Cites work

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• Efficient Bootstrap Simulation
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• Inference on means using the bootstrap
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• On the asymptotic accuracy of Efron's bootstrap
• On the number of bootstrap simulations required to construct a confidence interval
• On the validity of the formal Edgeworth expansion

Cited in

(9)

• On general resampling algorithms and their performance in distribution estimation
• Balanced importance resampling for Markov chains
• Balanced importance resampling for the bootstrap
• Balanced bootstrap resampling method for neural model selection
• Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk
• scientific article; zbMATH DE number 4209407 (Why is no real title available?)
• Efficient bootstrap methods: A review
• Power estimation for two sample tests using balanced resampling
• Balanced resampling for bootstrapping finite state markov chains

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