Accurate and efficient double-bootstrap confidence limit method

DOI10.1016/0167-9473(92)90151-5zbMath0742.62047OpenAlexW2079712991MaRDI QIDQ1186055

Sheng G. Shi

Publication date: 28 June 1992

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90151-5

zbMATH Keywords

importance samplingmeanexponential distributionsbias-correctionsaddlepoint methodpercentile methodnormal distributionsdouble-bootstrap confidence limit methoddouble-bootstrap equation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach ⋮ A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias ⋮ Confidence interval estimation of overlap: equal means case.

Cites Work

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• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• On the bootstrap and confidence intervals
• On the number of bootstrap simulations required to construct a confidence interval
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• Saddlepoint approximations in resampling methods
• Prepivoting to reduce level error of confidence sets
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• Robust Statistics

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