A three-stage procedure based on bootstrap critical points

DOI10.1080/07474949308836272zbMath0771.62059OpenAlexW2017917546MaRDI QIDQ5286682

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

zbMATH Keywords

asymptotic efficiencysimulation resultsasymptotic consistencythree-stage procedurepopulation meanbootstrap critical pointsbootstrap approximationsstudentized statisticsecond order behaviourconstruction of fixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

Related Items (2)

Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator ⋮ Estimating Process Capability IndexC_PMUsing a Bootstrap Sequential Sampling Procedure

Cites Work

• Unnamed Item
• Accurate multivariate estimation using triple sampling
• Theoretical comparison of bootstrap confidence intervals
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• Some asymptotic theory for the bootstrap
• Asymptotic theory of triple sampling for sequential estimation of a mean
• A Martingale Inequality and the Law of Large Numbers
• Approximation Theorems of Mathematical Statistics
• Fixed width confidence intervals based on bootstrap procedures
• Esquentian of the mean by three stage procedure
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

This page was built for publication: A three-stage procedure based on bootstrap critical points