Bootstrap confidence intervals
AbstractNonparametric confidence bounds are obtained for a wide class of statistics using bootstrap. These results improve the errors in the probability estimates of the confidence intervals over the ones obtained by the normal approximation theory unconditionally.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 7 (1988)
Issue (Month): 2 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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RePEc Biblio mentionsAs found on the RePEc Biblio, the curated bibliography for Economics:CitEc Project, subscribe to its RSS feed for this item.
- Gutti Babu & Kesar Singh & Yaning Yang, 2003. "Edgeworth expansions for compound Poisson processes and the bootstrap," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(1), pages 83-94, March.
- Gutti Babu, 1992. "Subsample and half-sample methods," Annals of the Institute of Statistical Mathematics, Springer, vol. 44(4), pages 703-720, December.
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