The bootstrap applied to sequential analysis

DOI10.1080/07474949408836290zbMATH Open0793.62045OpenAlexW1513595969MaRDI QIDQ4293740FDOQ4293740

Authors: C. F. de Beer, Jan Swanepoel 

Publication date: 7 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949408836290

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zbMATH Keywords

bootstrapsimulation studystopping ruleaccuracynormal datasequential confidence intervalsdouble exponential datanegative exponential dataprediction of stopping times

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12) Statistical tables (62Q05)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• On the law of large numbers for the bootstrap mean
• Asymptotic results for stopping times based on u-statistics

Cited In (4)

• Bootstrapping to solve the limited data problem in production control: an application in batch process industries
• Bias reduction via resampling for estimation following sequential tests
• Pivotal Quantities Based on Sequential Data: A Bootstrap Approach
• Title not available (Why is that?)

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