The effect of Monte Carlo approximation on coverage error of double-bootstrap confidence intervals

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 61, Issue 2, 1999, Pages 353-366

  Lee, Stephen M S ^a   Young, G Alastair ^b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Bootstrap; Coverage error; Double bootstrap; Monte Carlo approximation; Percentile method; Resample; Sampling error; Simulation

Indexed keywords

EID: 0033481115     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00181     Document Type: Article

References (7)

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3. Booth, J. G. and Presnell, B. (1998) Allocation of Monte Carlo resources for the iterated bootstrap. J. Comput. Graph. Statist., 7, 92-112.
4. Hall, P. (1986) On the bootstrap and confidence intervals. Ann. Statist., 14, 1431-1452.
5. -(1992) The Bootstrap and Edgeworth Expansion. New York: Springer.
6. Lee, S. M. S. and Young, G. A. (1995) Asymptotic iterated bootstrap confidence intervals. Ann. Statist., 23, 1301-1330.
7. Martin, M. A. (1990) On bootstrap iteration for coverage correction in confidence intervals J. Am. Statist. Ass., 85, 1105-1118.