A Monte Carlo comparison of three consistent bootstrap procedures

DOI10.1080/00949650701758357zbMath1169.62030OpenAlexW2012966837MaRDI QIDQ3636773

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

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) Monte Carlo methods (65C05) Statistical tables (62Q05)

Cites Work

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

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