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Activity Number:
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185
- Contributed Poster Presentations: IMS
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Type:
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Contributed
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Date/Time:
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Monday, July 29, 2019 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #306590
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Title:
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Relative Accuracy of Multivariate Bootstrap Procedures
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Author(s):
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Dewei Zhong* and John E Kolassa
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Companies:
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1992 and Rutgers, the State University of New Jersey
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Keywords:
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Bootstrap;
Accuracy
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Abstract:
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We find the p-values of the multivariate studentized bootstrap and tilted bootstrap are very close and show that the relative accuracy is $O(\frac{1}{n})$ for $\bar{x} = O(n^{-1/3})$ under the null hypothesis $H_0: \mu = 0$. We also prove they have the approximately equal covariance matrices.
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Authors who are presenting talks have a * after their name.
