Abstract #301311

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JSM 2002 Abstract #301311
Activity Number: 149
Type: Contributed
Date/Time: Monday, August 12, 2002 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #301311
Title: Biased Bootstrap Recycling
Author(s): Brett Presnell*+
Affiliation(s): University of Florida
Address: P.O. Box 118545, Gainesville, Florida, 32611-8545,
Keywords: Bootstrap iteration ; bootstrap recycling ; biased bootstrap ; power divergence ; least favorable family
Abstract:

Bootstrap recycling exploits the importance sampling identity to significantly reduce the computational burden in the iterated bootstrap. Unfortunately, recycling is directly applicable only in parametric bootstrapping. We show that this limitation can be overcome by embedding the empirical distribution in a nonparametric-least favorable family, producing a pseudo-parametric iterated bootstrap that is amenable to recycling, while retaining the desirable properties of the usual nonparametric iterated bootstrap. As an illustration, we show that Efron's bootstrap percentile interval, when calibrated in this way, is second-order correct.

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