Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals

DOI10.1016/0167-7152(89)90122-3zbMATH Open0676.62045OpenAlexW1975229854MaRDI QIDQ1122901FDOQ1122901

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

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zbMATH Keywords

normal approximationconfidence intervalsEdgeworth expansionMonte Carlo studyStudentized statisticsboostrap

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• On the bootstrap and confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• On the validity of the formal Edgeworth expansion
• Prepivoting to reduce level error of confidence sets
• Some asymptotic theory for the bootstrap
• Edgeworth corrected pivotal statistics and the bootstrap
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Inverting an Edgeworth expansion
• Estimated sampling distributions: The bootstrap and competitors

Cited In (7)

• Title not available (Why is that?)
• 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
• Confidence Regions Based on Edgeworth Expansion
• Theoretical comparison of bootstrap confidence intervals

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