Computational algorithms for double bootstrap confidence intervals

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 461-475

  Nankervis, John C ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Confidence intervals; Double bootstrap; Monte Carlo; Stopping rules

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; REGRESSION ANALYSIS; SAMPLING;

AUTOREGRESSIVE MODELS; CONFIDENCE INTERVALS; DOUBLE BOOTSTRAPS; STOPPING RULES;

ALGORITHMS;

EID: 17644377926     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.023     Document Type: Article

References (13)

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11. Nankervis, J.C., 2003a, Computational Algorithms for Double Bootstrap Confidence Intervals. Working paper 03/13, Department of Accounting, Finance and Management, University of Essex: http://www.essex.ac.uk/AFM/research/ working_papers/WP03-13.pdf
12. Nankervis, J.C., 2003b, Stopping Rules for Double Bootstrap Hypothesis Tests. Working paper 03/14, Department of Accounting, Finance and Management, University of Essex: http://www.essex.ac.uk/AFM/research/working_papers/WP03-14. pdf
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