Theoretical comparison of bootstrap confidence intervals
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The author surveys different bootstrap methods for constructing confidence intervals for a parameter of interest, say \(\theta\). The comparison is made under the assumption that the estimator \({\hat \theta}\) admits an Edgeworth expansion, both in the studentized and non- studentized case.
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- scientific article; zbMATH DE number 854577
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
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Cited in
(only showing first 100 items - show all)- On the use of the bootstrap for estimating functions with functional data
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- A test for the two-sample problem based on empirical characteristic functions
- A classical and Bayesian estimation of a \(k\)-components load-sharing parallel system
- Estimation of \(P[Y<X]\) for generalized Pareto distribution
- Comparison of two treatments and inconsistency of bootstrap
- Unusual properties of bootstrap confidence intervals in regression problems
- Nonparametric confidence intervals for functions of several distributions
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Accuracy of the bootstrap approximation
- On the bootstrap and the trimmed mean
- Resampling methods for tests in regression models with autocorrelated errors
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Qualms about \(BC_ a\) bootstrap confidence intervals
- Subsample and half-sample methods
- Bootstrapping cointegrating regression
- Bootstrap method for measuring accuracy of probabilistic-choice models
- Using i.i.d. bootstrap inference for general non-i.i.d. models
- Bootstrap critical point for circular mean direction and its applications.
- Variance stabilizing transformations, studentization and the bootstrap
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data
- Assessing model mimicry using the parametric bootstrap.
- Analysis of incomplete data in presence of competing risks.
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
- Estimation using hybrid censored data from a two-parameter distribution with bathtub shape
- Estimation of exponential population with nonconstant parameters under constant-stress model
- Bayesian and classical estimation of stress-strength reliability for inverse Weibull lifetime models
- Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
- Nonparametric confidence intervals for ranked set samples
- Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data
- Estimation of the stress-strength reliability for the generalized logistic distribution
- Inferences in constant-partially accelerated life tests based on progressive type-II censoring
- On the asymptotic theory of new bootstrap confidence bounds
- Load-sharing system model and its application to the real data set
- Applications of hyperellipsoidal prediction regions
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- On bootstrap accuracy with censored data
- Comparison of Prevosti genetic distances
- Bootstrap inference for inequality, mobility and poverty measurement
- Application of the bootstrap methods in factor analysis
- Goodness-of-fit tests for the Cox model via bootstrap method
- Global tilting method
- On the smoothed bootstrap
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Bootstrap methods for judgment post stratification
- Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data
- Estimation issues in the exponential-logarithmic model under hybrid censoring
- Bootstrapping multiple linear regression after variable selection
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
- Classical and Bayesian estimation of multicomponent stress-strength reliability for exponentiated Pareto distribution
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
- Estimation of stress-strength reliability in the inverse Gaussian distribution under progressively type II censored data
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
- A central limit theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces
- Inference of process capability index \(C_{\text{py}}\) for 3-Burr-XII distribution based on progressive type-II censoring
- Test of misspecification with application to negative binomial distribution
- Nonparametric confidence regions for the central orientation of random rotations
- An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
- Inference of constant-stress accelerated life test for a truncated distribution under progressive censoring
- Estimation for the exponentiated Weibull model with adaptive type-II progressive censored schemes
- On estimation of modified Weibull parameters in presence of accelerated life test
- Comment: unreasonable effectiveness of Monte Carlo
- Inference of accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution with nonconstant parameters
- Bayesian estimation of the reliability characteristic of Shanker distribution
- On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample
- Generalized inferences of \(R\) = \(\Pr (X>Y)\) for Pareto distribution
- Estimation of the stress-strength reliability of progressively censored inverted exponentiated Rayleigh distributions
- Implementing the single bootstrap: Some computational considerations
- Exact inference for a simple step-stress model with type-I hybrid censored data from the exponential distribution
- Utilization of the bootstrap method for determining confidence intervals of parameters for a model of MAP1B protein transport in axons
- Confidence intervals for median survival time with recurrent event data
- Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
- Bayesian and non-Bayesian inferences of the Burr-XII distribution for progressive first-failure censored data
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- On the inconsistency of bootstrap distribution estimators
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
- Analyzing the dynamic system model with discrete failure time distribution
- Bootstrap in moving average models
- Analysis of progressive type-II competing risks data, with applications
- Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions
- The power of bootstrap and asymptotic tests
- Stress-strength reliability of a two-parameter bathtub-shaped lifetime distribution based on progressively censored samples
- Exact inference for a simple step-stress model with generalized type-I hybrid censored data from the exponential distribution
- Bayesian inference for the offered optical network unit load
- New bootstrap confidence intervals for means of positively skewed distributions
- Estimation of \(P(Y < X)\) for Weibull distribution under progressive type-II censoring
- The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
- Inference of \(R=P[X<Y]\) for generalized logistic distribution
- Bootstrap approaches for estimation and confidence intervals of long memory processes
- Estimation in multi-path change-point problems
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
- Bootstrapping regression quantiles
- Confidence Interval Estimation of P(Y<X) in the Gamma Case
- Bootstrap approach for supplier selection based on production yield
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