IDEAS home Printed from https://ideas.repec.org/a/mtn/ancoec/030205.html
   My bibliography  Save this article

Better bootstrapping by constrained prepivoting

Author

Listed:
  • G. Alastair Young

Abstract

No abstract is available for this item.

Suggested Citation

  • G. Alastair Young, 2003. "Better bootstrapping by constrained prepivoting," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 227-242.
    • Handle: RePEc:mtn:ancoec:030205
    as

    Download full text from publisher

    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2003-2-5.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Paul H. Garthwaite & Stephen T. Buckland, 1992. "Generating Monte Carlo Confidence Intervals by the Robbins–Monro Process," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(1), pages 159-171, March.
    2. Stephen M. S. Lee, 2003. "Prepivoting by weighted bootstrap iteration," Biometrika, Biometrika Trust, vol. 90(2), pages 393-410, June.
    3. Peter Hall & Brett Presnell, 1999. "Biased Bootstrap Methods for Reducing the Effects of Contamination," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 661-680.
    4. J. Carpenter, 1999. "Test inversion bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 159-172.
    5. S. M. S. Lee & G. A. Young, 1999. "The effect of Monte Carlo approximation on coverage error of double‐bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 353-366, April.
    6. P. Hall & B. Presnell, 1999. "Intentionally biased bootstrap methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 143-158.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lee, Stephen M.S. & Young, G. Alastair, 2005. "Parametric bootstrapping with nuisance parameters," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 143-153, February.
    2. Bruce E. Hansen, 1999. "The Grid Bootstrap And The Autoregressive Model," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 594-607, November.
    3. Marc G. Genton & Peter Hall, 2016. "A tilting approach to ranking influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 77-97, January.
    4. Gatta, Valerio & Marcucci, Edoardo & Scaccia, Luisa, 2015. "On finite sample performance of confidence intervals methods for willingness to pay measures," Transportation Research Part A: Policy and Practice, Elsevier, vol. 82(C), pages 169-192.
    5. Peter Hall & D. M. Titterington & Jing‐Hao Xue, 2009. "Tilting methods for assessing the influence of components in a classifier," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 783-803, September.
    6. repec:cep:stiecm:/2014/572 is not listed on IDEAS
    7. Madeleine Cule & Richard Samworth & Michael Stewart, 2010. "Maximum likelihood estimation of a multi‐dimensional log‐concave density," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 545-607, November.
    8. Hassan Doosti & Peter Hall, 2016. "Making a non-parametric density estimator more attractive, and more accurate, by data perturbation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 445-462, March.
    9. Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
    10. Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
    11. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
    12. Cristian Roner & Claudia Di Caterina & Davide Ferrari, 2021. "Exponential Tilting for Zero-inflated Interval Regression with Applications to Cyber Security Survey Data," BEMPS - Bozen Economics & Management Paper Series BEMPS85, Faculty of Economics and Management at the Free University of Bozen.
    13. Hazelton, Martin L. & Turlach, Berwin A., 2007. "Reweighted kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3057-3069, March.
    14. Y.F. Chan, Kenny & M.S. Lee, Stephen, 2001. "An exact iterated bootstrap algorithm for small-sample bias reduction," Computational Statistics & Data Analysis, Elsevier, vol. 36(1), pages 1-13, March.
    15. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
    16. Francesco Bravo, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
    17. Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung, 2009. "Empirical likelihood based diagnostics for heteroscedasticity in partial linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3466-3477, July.
    18. Farzaneh Boroumand & Mohammad Taghi Shakeri & Touka Banaee & Hamidreza Pourreza & Hassan Doosti, 2021. "An Analysis of the Areas Occupied by Vessels in the Ocular Surface of Diabetic Patients: An Application of a Nonparametric Tilted Additive Model," IJERPH, MDPI, vol. 18(7), pages 1-14, April.
    19. Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
    20. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    21. (Yale) Gong, Yeming & Yücesan, Enver, 2012. "Stochastic optimization for transshipment problems with positive replenishment lead times," International Journal of Production Economics, Elsevier, vol. 135(1), pages 61-72.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtn:ancoec:030205. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marco Alfo' (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.