Abstract Details
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Activity Number:
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558
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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Abstract #311209
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Title:
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Double-Bootstrap Methods That Use a Single Double-Bootstrap Simulation
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Author(s):
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Jinyuan Chang*+ and Peter Hall
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Companies:
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and University of Melbourne
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Keywords:
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Bias correction ;
bias estimation ;
confidence intervals ;
distribution estimation ;
Edgeworth expansion ;
second-order correctness
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Abstract:
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We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In particular, they produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or distribution estimators.
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Authors who are presenting talks have a * after their name.
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