On the Bootstrap and Confidence Intervals

作者: Peter Hall

DOI: 10.1214/AOS/1176350168

关键词: Term (time)Central limit theoremMathematicsRate of convergenceStatisticsEdgeworth seriesCoverage probabilityIterated functionEstimatorStudentized range

摘要: … first term in an Edgeworth expansion. This view of the bootstrap is reinforced by our discussion of the iterated bootstrap, which inverts an Edgeworth expansion to arbitrary order by …

参考文章(13)
Rudolf Beran, Jackknife Approximations to Bootstrap Estimates Annals of Statistics. ,vol. 12, pp. 101- 118 ,(1984) , 10.1214/AOS/1176346395
Lavy Abramovitch, Kesar Singh, EDGEWORTH CORRECTED PIVOTAL STATISTICS AND THE BOOTSTRAP Annals of Statistics. ,vol. 13, pp. 116- 132 ,(1985) , 10.1214/AOS/1176346580
Rudolf Beran, Estimated Sampling Distributions: The Bootstrap and Competitors Annals of Statistics. ,vol. 10, pp. 212- 225 ,(1982) , 10.1214/AOS/1176345704
Peter Hall, Inverting an Edgeworth Expansion Annals of Statistics. ,vol. 11, pp. 569- 576 ,(1983) , 10.1214/AOS/1176346162
R. N. Bhattacharya, J. K. Ghosh, ON THE VALIDITY OF THE FORMAL EDGEWORTH EXPANSION Annals of Statistics. ,vol. 6, pp. 434- 451 ,(1978) , 10.1214/AOS/1176344134
B. Efron, Bootstrap Methods: Another Look at the Jackknife Annals of Statistics. ,vol. 7, pp. 1- 26 ,(1979) , 10.1214/AOS/1176344552
Peter Hall, A tabular method for correcting skewness Mathematical Proceedings of the Cambridge Philosophical Society. ,vol. 97, pp. 525- 540 ,(1985) , 10.1017/S0305004100063118