ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS

DOI10.1017/S0266466602184088MaRDI QIDQ4807320zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews, Moshe Buchinsky

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466602184088

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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(4)

• Qualms about \(BC_ a\) bootstrap confidence intervals
• A Three-step Method for Choosing the Number of Bootstrap Repetitions
• Linear bootstrap methods for vector autoregressive moving-average models
• Evaluation of a three-step method for choosing the number of bootstrap repetitions

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