Almost-exact parametric bootstrap calculation via the saddlepoint approximation

DOI10.1016/0167-9473(93)90176-TMaRDI QIDQ2563665zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gaussian quadraturemaximum likelihoodnumerical integrationreliabilitystress-strength problems

Mathematics Subject Classification ID

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

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• On the bootstrap saddlepoint approximations
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Cites work

• Antithetic resampling for the bootstrap
• Better Bootstrap Confidence Intervals
• Bootstrapping estimators of P(Y<X) in the gamma case
• Calculation of Gauss Quadrature Rules
• Calibrating Confidence Coefficients
• Efficient Bootstrap Simulation
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• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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• Theoretical comparison of bootstrap confidence intervals

Cited in

(9)

• Bootstrap estimation of conditional distributions
• Bayesian inference and the parametric bootstrap
• Saddlepoint quantiles and distribution curves with bootstrap applications
• A bootstrap method for sum-of-poles approximations
• Bootstrapping Survival Times in Stochastic Systems by Using Saddlepoint Approximations
• scientific article; zbMATH DE number 774857 (Why is no real title available?)
• scientific article; zbMATH DE number 774871 (Why is no real title available?)
• Saddlestrapping
• Extensions of saddlepoint-based bootstrap inference

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