On a linear method in bootstrap confidence intervals
A linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth f...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2007-10-01
|
| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/386 |
| Summary: | A linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth functions of the same analytical form. Errors are of order Op(n-3/2) and Op(n-2), respectively. The linear method allows a straightforward approximation of bootstrap cumulants, by considering the set of n independent smooth functions as an original random sample to be resampled with replacement. |
|---|---|
| ISSN: | 0390-590X 1973-2201 |