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Bootstrap confidence intervals


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  • Babu, G. J.
  • Bose, A.


Nonparametric 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 Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 7 (1988)
Issue (Month): 2 (September)
Pages: 151-160

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Handle: RePEc:eee:stapro:v:7:y:1988:i:2:p:151-160

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Related research

Keywords: normal approximation nonparametric confidence intervals Cramers condition Edgeworth expansion bootstrap;


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RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography for Economics:
  1. > Econometrics > Econometric Theory > Bootstrap Methods
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Cited by:
  1. 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.
  2. 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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