Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals

DOI10.1016/0167-7152(89)90122-3MaRDI QIDQ1122901zbMATH OpenOpenAlexFDO

Authors Robert K. Rayner

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90122-3

zbMATH Keywords

normal approximationconfidence intervalsEdgeworth expansionMonte Carlo studyStudentized statisticsboostrap

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Cites work

• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Edgeworth corrected pivotal statistics and the bootstrap
• Estimated sampling distributions: The bootstrap and competitors
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Inverting an Edgeworth expansion
• On the asymptotic accuracy of Efron's bootstrap
• On the bootstrap and confidence intervals
• On the validity of the formal Edgeworth expansion
• Prepivoting to reduce level error of confidence sets
• Some asymptotic theory for the bootstrap

Cited in

(7)

• scientific article; zbMATH DE number 472938 (Why is no real title available?)
• Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
• A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement
• Edgeworth expansions for nonparametric distribution estimation with applications
• Edgeworth expansions for compound Poisson processes and the bootstrap
• Theoretical comparison of bootstrap confidence intervals
• Confidence Regions Based on Edgeworth Expansion

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