Refining Bootstrap Simultaneous Confidence Sets

DOI10.2307/2289778MaRDI QIDQ5753378zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 1990

Full work available at URL https://doi.org/10.2307/2289778

zbMATH Keywords

asymptotic order of imbalanceconstructing simultaneous confidence setsdouble iteration of the bootstrapped roots methoderror in overall coverage probability

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(18)

• Estimating cointegration parameters: An application of the double bootstrap
• Pairwise comparisons of the means of skewed data
• Confidence interval estimation of overlap: equal means case.
• Nonparametric comparison of mean directions or mean axes
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
• Double bootstrap for shrinkage estimators
• Implementing the single bootstrap: Some computational considerations
• Bounds on Causal Effects in Three-Arm Trials With Non-Compliance
• Balanced Simultaneous Confidence Sets
• Prepivoting to reduce level error of confidence sets
• Finite sample moments of a bootstrap estimator of the james-stein rule
• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
• Bootstrapping time series models
• Using numerical methods to find the least favorable configuration when comparingktest treatments with both positive and negative controls
• Stein confidence sets based on non-iterated and iterated parametric bootstraps
• The impact of the bootstrap on statistical algorithms and theory
• Second-order accuracy of depth-based bootstrap confidence regions
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models

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