Importance sampling and the nested bootstrap
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Publication:3828890
DOI10.1093/BIOMET/76.3.435zbMATH Open0674.62023OpenAlexW2025191512MaRDI QIDQ3828890FDOQ3828890
Authors:
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.3.435
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Cited In (18)
- On two-stage Monte Carlo tests of composite hypotheses
- Importance Sampling for Bootstrap Confidence Intervals
- Comparing Biweight Measures of Location in the Two-Sample Problem
- A Weighted Bootstrap Approach to Bootstrap Iteration
- Higher-order accuracy of multiscale-double bootstrap for testing regions
- Title not available (Why is that?)
- Edgeworth expansions and normalizing transforms for inequality measures
- Estimating probabilities from invariant permutation distributions
- A fast procedure for calculating importance weights in bootstrap sampling
- Accurate and efficient double-bootstrap confidence limit method
- Richardson Extrapolation and the Bootstrap
- Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- Two-sample importance resampling for the bootstrap
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- Efficient bootstrap methods: A review
- On characteristic function-based bootstrap tests
- EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA
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