A Monte Carlo comparison of three consistent bootstrap procedures

DOI10.1080/00949650701758357MaRDI QIDQ3636773zbMATH OpenOpenAlexFDO

Authors R. Pino Mejías, M. D. Jiménez Gamero, A. Enguix-González

Publication date 29 June 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650701758357

zbMATH Keywords

bootstrapdistribution estimationfinite sample performancePoisson bootstrapreduced bootstrap

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Statistical tables (62Q05) Monte Carlo methods (65C05)

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Cites work

• Bootstrap by sequential resampling
• Bootstrap methods: another look at the jackknife
• Consistency of the reduced bootstrap for sample means
• Morgenstern's bivariate distribution and its application to point processes
• On the asymptotic accuracy of Efron's bootstrap
• Robust covariance estimates based on resampling
• Second-order correctness of the Poisson bootstrap

Cited in

(3)

• Consistency of the reduced bootstrap for sample means
• A Three-step Method for Choosing the Number of Bootstrap Repetitions
• THE SEQUENTIAL BOOTSTRAP: A COMPARISON WITH REGULAR BOOTSTRAP

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