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)

zbMATH Keywords

bias estimationbootstrap resamplingbalanced resampling

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• Asymptotic normality and efficiency for certain goodness-of-fit tests
• Bootstrap methods: another look at the jackknife
• Efficient Bootstrap Simulation
• Inference on means using the bootstrap
• On efficient bootstrap simulation
• 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

(8)

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

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