Inexact control variates for the iterated bootstrap

DOI10.1080/00949659708811848zbMATH Open0890.62037OpenAlexW2070315785MaRDI QIDQ4361985FDOQ4361985

Alan M. Polansky

Publication date: 28 October 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811848

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zbMATH Keywords

powersimulationcontrol variatesbootstrap calibrationconfidence interval coverageMonte Carlo swindleiterated bootstrap estimates

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• Bootstrap methods: another look at the jackknife
• The bootstrap and Edgeworth expansion
• Simulated power functions
• Calibrating Confidence Coefficients
• Monte Carlo, Control Variates, and Stochastic Ordering
• Estimating Exact p Values by the Method of Control Variates or Monte Carlo Rescue

Cited In (4)

• Title not available (Why is that?)
• An exact iterated bootstrap algorithm for small-sample bias reduction.
• Bandwidth selection for the smoothed bootstrap percentile method.
• Title not available (Why is that?)

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