Almost-exact parametric bootstrap calculation via the saddlepoint approximation

DOI10.1016/0167-9473(93)90176-TzbMATH Open0875.62069OpenAlexW2082624583MaRDI QIDQ2563665FDOQ2563665

Authors: David M. Rocke 

Publication date: 10 November 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90176-t

Recommendations

• On the bootstrap saddlepoint approximations
• scientific article; zbMATH DE number 774857
• Saddlepoint Approximation for Sample and Bootstrap Quantiles
• scientific article; zbMATH DE number 774867

zbMATH Keywords

maximum likelihoodGaussian quadraturenumerical integrationreliabilitystress-strength problems

Mathematics Subject Classification ID

Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• On a formula for the distribution of the maximum likelihood estimator
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the bootstrap and confidence intervals
• Theoretical comparison of bootstrap confidence intervals
• Title not available (Why is that?)
• Prepivoting to reduce level error of confidence sets
• Better Bootstrap Confidence Intervals
• Saddlepoint approximations in resampling methods
• Saddlepoint Approximations in Statistics
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Title not available (Why is that?)
• Calibrating Confidence Coefficients
• Title not available (Why is that?)
• Calculation of Gauss Quadrature Rules
• Title not available (Why is that?)
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• Efficient Bootstrap Simulation
• Nonparametric Upper Confidence Bounds for Pr{Y < X} and Confidence Limits for Pr{Y < X} When X and Y are Normal
• Statistical Inference for Pr(Y < X): The Normal Case
• Title not available (Why is that?)
• On bootstrap resampling and iteration
• Title not available (Why is that?)
• Bootstrapping estimators of P(Y<X) in the gamma case
• Title not available (Why is that?)
• More Efficient Bootstrap Computations
• Antithetic resampling for the bootstrap
• On efficient bootstrap simulation
• Title not available (Why is that?)

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian inference and the parametric bootstrap
• Saddlepoint quantiles and distribution curves with bootstrap applications
• Bootstrap estimation of conditional distributions
• Extensions of saddlepoint-based bootstrap inference
• Saddlestrapping
• Bootstrapping Survival Times in Stochastic Systems by Using Saddlepoint Approximations
• A bootstrap method for sum-of-poles approximations

This page was built for publication: Almost-exact parametric bootstrap calculation via the saddlepoint approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2563665)