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Activity Number: 185 - Contributed Poster Presentations: IMS
Type: Contributed
Date/Time: Monday, July 29, 2019 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #306590
Title: Relative Accuracy of Multivariate Bootstrap Procedures
Author(s): Dewei Zhong* and John E Kolassa
Companies: 1992 and Rutgers, the State University of New Jersey
Keywords: Bootstrap; Accuracy

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.

Authors who are presenting talks have a * after their name.

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