The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals

DOI10.1111/1467-9868.00181MaRDI QIDQ4237755zbMATH OpenOpenAlexFDO

Authors S. M. S. Lee, G. Alastair Young

Publication date 18 May 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00181

zbMATH Keywords

coverage errordouble-bootstrapMonte Carlo approximationpercentile methodresamplesimulation

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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