A three-stage procedure based on bootstrap critical points
DOI10.1080/07474949308836272zbMATH Open0771.62059OpenAlexW2017917546MaRDI QIDQ5286682FDOQ5286682
Authors: Marc Aerts, Irène Gijbels 
Publication date: 17 August 1993
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949308836272
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asymptotic efficiencysimulation resultsasymptotic consistencypopulation meanthree-stage procedurebootstrap critical pointsbootstrap approximationsstudentized statisticsecond order behaviourconstruction of fixed-width confidence intervals
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Theoretical comparison of bootstrap confidence intervals
- Some asymptotic theory for the bootstrap
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Title not available (Why is that?)
- A Martingale Inequality and the Law of Large Numbers
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Esquentian of the mean by three stage procedure
- Accurate multivariate estimation using triple sampling
- Fixed width confidence intervals based on bootstrap procedures
Cited In (4)
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
- Estimating process capability index \(C_{PM}\) using a bootstrap sequential sampling procedure
- Fixed width confidence intervals based on bootstrap procedures
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
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