Prepivoting to reduce level error of confidence sets
From MaRDI portal
Publication:3813062
DOI10.1093/biomet/74.3.457zbMath0663.62045OpenAlexW2077514434MaRDI QIDQ3813062
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.3.457
higher order correctionsstudentizinglevel errorPrepivotingapproximate confidence setBootstrap confidence setsconfidence set rootestimated bootstrap cumulative distribution functionestimated quantileiterations of prepivoting
Related Items
Bootstraps for time series, Simultaneous adjustment of bias and coverage probabilities for confidence intervals, The estimating function bootstrap, Implementing the single bootstrap: Some computational considerations, Edgeworth expansions and normalizing transforms for inequality measures, Using i.i.d. bootstrap inference for general non-i.i.d. models, The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology, Jackknife estimation of the bootstrap acceleration constant, Double bootstrap for shrinkage estimators, Unusual properties of bootstrap confidence intervals in regression problems, A note on coverage error of bootstrap confidence intervals for quantiles, Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach, Bootstrapping the latent roots of certain random matrices, Resampling estimation when observations are m–dependent, On two-stage Monte Carlo tests of composite hypotheses, Saddlepoint tests for accurate and robust inference on overdispersed count data, Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley), Bootstrap adjustments of signed scoring rule root statistics, A note on the accuracy of bootstrap percentile method confidence intervals for a quantile, Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals, Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference, A discrete model for bootstrap iteration, Comparing Biweight Measures of Location in the Two-Sample Problem, A new technique for postsample model selection and validation, A simple bootstrap method for constructing nonparametric confidence bands for functions, Improved bootstrap confidence intervals in certain toxicological experiments, More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series, Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications, Oracle M‐Estimation for Time Series Models, Bootstrap variance estimation for Nadaraya quantile estimator, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, Cross-section bootstrap for CCE regressions, Estimation in the simple linear regression model when there is heteroscedasticity of unknown form, Bootstrapping in non-regular smooth function models, Smoothed and iterated bootstrap confidence regions for parameter vectors, Bootstrapping time series models, Improved inference in the evaluation of mutual fund performance using panel bootstrap methods, The fast iterated bootstrap, Unnamed Item, Assessing Time-Reversibility Under Minimal Assumptions, Accurate and efficient double-bootstrap confidence limit method, Bootstrap confidence intervals in a switching regressions model, Two-sample high dimensional mean test based on prepivots, Edgeworth expansions for studentized and prepivoted sample quantiles, A coverage probability of bootstrap-t confidence interval for the variance, Computational algorithms for double bootstrap confidence intervals, Higher-order accuracy of multiscale-double bootstrap for testing regions, Parametric bootstrapping with nuisance parameters, A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems, A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias, Nonparametric bootstrap analysis with applications to demographic effects in demand functions, Simultaneous confidence sets and confidence intervals for multiple ratios, On characteristic function-based bootstrap tests, Efficient bootstrap methods: A review, Double bootstrap estimation of variance under systematic sampling with probability proportional to size, Better nonparametric bootstrap confidence intervals for the correlation coefficient, COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY, Iterated smoothed bootstrap confidence intervals for population quantiles, Bootstrap Sample Size in Nonregular Cases, Iterated Bootstrap‐t Confidence Intervals for Density Functions, Recent developments in bootstrap methodology, The impact of the bootstrap on statistical algorithms and theory, Threshold effects in non-dynamic panels: Estimation, testing, and inference, The problem of regions, Comparison of Exact and Resampling Based Multiple Testing Procedures, Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples, Double bootstrapping for visualizing the distribution of descriptive statistics of functional data, Bootstrap test for a structural break under possible heteroscedasticity, Estimation of Balanced Simultaneous Confidence Sets for SIR Models, Bootstrapping the mode, The automatic percentile method: Accurate confidence limits in parametric models, Computationally efficient double bootstrap variance estimation, Almost-exact parametric bootstrap calculation via the saddlepoint approximation, On the inconsistency of bootstrap distribution estimators, Pairwise comparisons of the means of skewed data, Prepivoting composite score statistics by weighted bootstrap iteration, Large sample theory of intrinsic and extrinsic sample means on manifolds. II., Approximate bias correction in econometrics, Bootstrap confidence intervals. With comments and a rejoinder by the authors, Iterated bootstrap procedure in individual bioequivalence, How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach, The Power to See: A New Graphical Test of Normality